This paper presents a bounded real lemma for discrete-time Markovian jump linear systems (MJLS). We show that the linear matrix inequality in the bounded real lemma is both necessary and sufficient for this class of systems. For the case of one plant mode, this condition reduces to the standard necessary and sufficient condition for discrete-time systems. We envision this lemma being used to co...

We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrödinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We show that the diffusion (Gaussian) situation is universal as a result of the central limit theorem with the quantum jump (Poissonian) situation being an excep...

This paper proposes a class of H∞ filter design for Markovian jump systems with time-varying delays. Firstly, by exploiting a new Lyapunov function and using the convexity property of the matrix inequality, new criteria is derived for the H∞ performance analysis of the filtering-error systems, which can lead to much less conservative analysis results. Secondly, based on the obtained conditions,...

This paper is concerned with the problem of state feedback control of continuous-time nonlinear Markovian jump systems, which are represented by Takagi-Sugeno fuzzy models. A new method for designing state feedback stabilizing controllers is presented in terms of solvability of a set of linear matrix inequalities (LMIs), and it is shown that the new design method provides better or at least the...

This paper develops a result on the design of robust steady-state estimator for a class of uncertain discrete-time systems with Markovian jump parameters. This result extends the steady-state Kalman filter to the case of norm-bounded time-varying uncertainties in the state and measurement equations as well as jumping parameters. We derive a linear state estimator such that the estimation-error ...

LQG control problems for guaranteeing finite-horizon performance subject to stability are proposed for switched linear systems and Markovian jump linear systems in the discrete-time domain. Exact, convex synthesis conditions for dynamic output feedback controllers are expressed in terms of nested unions of linear matrix inequalities. Thus feedback solutions are obtained by solving semidefinite ...

This paper proposes performance criteria for linear systems with Markovian jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in the form of linear matrix inequalities.