Abstract: | In this paper, robust stochastic stabilization and H∞ control for a class of uncertain discrete‐time linear systems with Markovian jumping parameters are considered. Based on a new bounded real lemma derived upon an inequality recently proposed, a new iterative state‐feedback controller design procedure for discrete time‐delay systems is presented. Sufficient conditions for stochastic stabilization are derived in the form of linear matrix inequalities (LMIs) based on an equivalent model transformation, and the corresponding H∞ control law is given. Finally, numerical examples are given to illustrate the solvability of the problems and effectiveness of the results. |