I. Introduction
Sliding-mode control (SMC) is a series of variable structure control, whose main feature is its insensitiveness to variations in system parameters and external disturbance. Over the past years, the SMC algorithm has been widely studied [1]–[8]. In recent years, SMC approach has been extended to Markov jump systems (MJSs) in [9]–[13]. In [9], the problem of SMC for stochastic MJSs with actuator degradation was considered. A sliding-mode controller was designed for linear systems with Markov jumping parameters in [10]. In [13], the problems of stochastic stability and SMC for a class of linear continuous-time MJSs were investigated.