This paper addresses the problem of H∞ filtering for discrete-time linear systems with Markovian jumping parameters. The main contribution of the paper is to provide a linear matrix inequality approach for designing an asymptotically stable linear time-invariant H∞ filter for systems where the jumping parameter is not accessible. The cases where the transition probability matrix of the Markov c...

A new class of non-Markovian models is introduced that results from the combination of stochastic automata networks and a very general class of stochastic processes namely rational arrival processes which are derived from matrix exponential distributions. It is shown that the modeling formalism allows a compact representation of complex models with large state spaces. The resulting stochastic p...

This work intends to show how the coupled dynamics of a nonlinear polymer chain alters processes such as thermal fragmentation and force-induced rupture. For that purpose we first examine the equilibrium relaxation properties of nonlinear polymer chains which have a distinct impact on all dynamical processes in such systems. We find that in chains with nonlinear interaction potentials the relax...

We obtain the steady-state phase diagram of a transverse-field XY spin chain coupled at its ends to magnetic reservoirs held different potentials. In long-time limit, magnetization bias across system generates current-carrying nonequilibrium steady state. characterize phases as functions chain's parameters and potentials, in terms their correlation entanglement content. The mixed-order transiti...

In this paper, stochastic stabilization is investigated by max-plus algebra for a Markovian jump cloud control system with reference signal. For the system, there exists framework adjustment whose evolution satisfied Markov chain. Using algebra, used to describe system. A causal feedback matrix obtained exponential stability analysis controller of sufficient condition given ensure existence on ...

Langevin models are widely used to model various stochastic processes in different fields of natural and social sciences. They adapted measured data by estimation techniques such as maximum likelihood estimation, Markov chain Monte Carlo methods, or the non-parametric direct method introduced Friedrich et al. (Phys Lett A 271(3):217, 2000). The latter has distinction being very effective contex...

In this paper we discuss stochastic di erential delay equations with Markovian switching. Such an equation can be regarded 9 as the result of several stochastic di erential delay equations switching from one to another according to the movement of a Markov chain. The aim of this paper is to investigate the stability in distribution of the equations. 11 c © 2003 Published by Elsevier Science B.V.

We establish an integration by parts formula for the random functionals of a continuous-time Markov chain, based on partial differentiation with respect to jump times. In comparison with existing methods, our approach does not rely on the Girsanov theorem and it imposes less restrictions on the choice of directions of differentiation, while assuming additional continuity conditions on the consi...