This paper addresses the robust filtering problem for a class of discrete time-varying Markovian jump systems with randomly occurring nonlinearities and sensor saturation. Two kinds of transition probability matrices for the Markovian process are considered, namely, the one with polytopic uncertainties and the one with partially unknown entries. The nonlinear disturbances are assumed to occur r...

Robust Kalman filtering problems for discrete-time Markovian jump systems with parameter and noise uncertainty were investigated. Because of the existence of stochastic Markovian switching, the covariance matrices of system state noise and observation noise are time-varying or unmeasurable instead of stationary, meanwhile the system suffers from structure parameter uncertainty as well. By view ...

This paper deals with the problem of stochastic optimal control for a class of nonlinear systems subject to Markovian jump parameters. The nonlinearities in the different jump modes are initially parameterized by multilayer neural networks (MNNs), which lead to neural Markovian jump systems. A stochastic neural Lyapunov function (NLF) is used to analyze the stability of the resulting neural con...

This paper deals with the robust -control of discrete-time L# Markovian jump linear systems. It is assumed that both the state and jump variables are available to the controller. Uncertainties satisfying some norm bounded conditions are considered on the parameters of the system. An upperbound for the -control L# problem is derived in terms of an LMI optimization problem. For the case in which ...

This paper considers the stabilization problem for Markovian jump systems with time delays. Both the probability rate matrix and the state feedback control law are to be designed. A sufficient condition is established for such designs such that the resulting closedloop Markovian jump system is stochastically stable. This condition is given in terms of a system of linear matrix inequalities with...

In this note, we provide a unified framework for the mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric known as an optimal transport, that assesses the distance between probability density functions enables the stability analysis. Without any assumption on the underlying jump process, this Wasserstein distance guarantees the mean square stabil...

The stochastic reaction diffusion systems may suffer sudden shocks‎, ‎in order to explain this phenomena‎, ‎we use Markovian jumps to model stochastic reaction diffusion systems‎. ‎In this paper‎, ‎we are interested in almost sure exponential stability of stochastic reaction diffusion systems with Markovian jumps‎. ‎Under some reasonable conditions‎, ‎we show that the trivial solution of stocha...

This paper deals with the problem of H∞ filtering for discrete-time Markovian jump linear systems. Predicted and filtered recursive estimates are obtained based on the game theory. In this paper, it is assumed that the jump parameter is not accessible. A numerical example is provided in order to show the effectiveness of the approach proposed.

Discrete-time coupled algebraic Riccati equations that arise in quadratic optimal control and -control of Markovian jump linear systems are considered. First, the L_ equations that arise from the quadratic optimal control problem are studied. The matrix cost is only assumed to be hermitian. Conditions for existence of the maximal hermitian solution are derived in terms of the concept of mean sq...