This paper studies the problem of H∞ state‐feedback controller design for continuous‐time nonhomogeneous Markov jump systems. The time‐varying transition rate matrix in continuous‐time domain is considered to lie in a convex bounded domain of polytopic type. By constructing a parameter‐dependent Lyapunov function and fully considering the information about the rate of change of time‐varying parameters, a new sufficient condition on the existence of an H∞ state‐feedback controller is provided in the form of a parameter‐dependent matrix inequality. Moreover, based on the structure characteristics of Lyapunov matrix and transition matrix, the parameter‐dependent matrix inequality is converted into a finite set of linear matrix inequalities, which can be readily solved. Two numerical examples are provided to demonstrate the effectiveness of the theoretical results.
