On the robustness of jump linear quadratic control

This paper deals with the problem of how to render the jump linear quadratic (JLQ) control robust. Mainly, we present sufficient conditions for quadratic stabilization and guaranteed cost control of uncertain jump linear system using state feedback control. The proposed control law contains two components. The first one is a JLQ control law, while the second is a nonlinear bounded term to render the system robust and whose cost is not included in the performance index.