For the linear random jumping system with the independent Markovian structure, the robust ??∞ control about
such system that the small time parameter is not neglected is investigated. Firstly, the H∞ stability criterion with the
framework of linear matrix inequalities is given. Then based on the max of the small time parameter that has been computed,
the design of state feedback controller about H∞ stability is listed. For each small time parameter that is less than the upper
bound, this method can ensure the closed loop random system H∞ performance.