Disturbance‐observer–based control for Markov jump systems with time‐varying delay

Summary This paper deals with disturbance‐observer–based control for Markov jump systems with time‐varying delay. A disturbance observer is constructed to estimate the disturbance generated by an exogenous dynamic system. Meantime, a control scheme is proposed to guarantee the corresponding system to be stochastically stable and achieve the purpose of suppressing the corresponding disturbance. By constructing the stochastic Lyapunov‐Krasovskii functional, the desired observer and the controller are designed to ensure stochastic stability of the closed‐loop system. Finally, the simulation results illustrate the effectiveness of the proposed schemes.