transition probabilities (TPs) allowed to be known, uncertain, and unknown. With the help of
the S-procedure to dispose the system nonlinearities and the TP property to eliminate the
coupling between unknown TP and Lyapunov variable, an extended bounded real lemma
for the considered system to be stochastically stable with the prescribed H∞ performance is
established in the framework of linear matrix inequalities. To handle the nonlinearity …