Output tracking of Markovian jumping systems via error feedback regulation

This paper studies the output tracking problem of continuous-time Markovian jumping systems (MJSs) via error feedback scheme. With the extension of output regulation to MJSs, sufficient conditions are obtained based on stochastic Lyapunov-Krasovskii functional. The resulting closed-loop system is guaranteed to be stochastically stable and the output tracking is achieved almost asymptotically. Moreover, the output regulation error almost asymptotically converges to zero. In order to ensure the relaxed solutions of the regulation equations, we described the problem as a semi-definite optimization approach via disciplined convex programming. Simulation result is also given to illustrate the performance and effectiveness of the proposed approach.