For Markov jump linear system with multiplicative noise and uncertainties, the design problem of state feedback
robust variance controller is researched which guarantees the closed-loop steady-state variance to be less than a given upper
bound and some H∞ performances are concerned. Based on linear matrix inequality (LMI) method, system variance is
analyzed and conditions for the existence of such controllers are proposed and proved. A parameterized representation of a
set of desired controllers is characterized in terms of the feasible solutions to the LMI system. Finally, the simulation results
show the effectiveness of the proposed method.