This paper studies the H∞ filtering problem of stochastic linear systems subject to Markovian jump and multiplicative noise. The transition probabilities are considered be uncertain. A unified form filters is constructed for both continuous-time discrete-time systems. With new decoupling technique coupling terms between Lyapunov matrices parameters, sufficient conditions stability performance e...

This paper considers H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotica...

This paper focuses on the performance and the robustness analysis of stochastic jump linear systems. The realization of the state trajectory under stochastic jump processes becomes random variables, which brings forth the probability distributions for the system state. Therefore, a proper metric is necessary to measure the system performance with respect to stochastic switching. In this perspec...

This paper examines the problem of designing a robust H∞ state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H∞ performance are derived. The propo...

This paper examines the problem of designing a robust H∞ state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H∞ performance are derived. The propo...