This paper investigates the problem of designing a robust state-feedback controller for a class of uncertain Markovian jump nonlinear systems that guarantees the L2-gain from an exogenous input to a regulated output is less than or equal to a prescribed value. First, we approximate this class of uncertain Markovian jump nonlinear systems by a class of uncertain Takagi-Sugeno fuzzy models with M...

This paper studies the mean stability of positive semi-Markovian jump linear systems. We show that their mean stability is characterized by the spectral radius of a matrix that is easy to compute. In deriving the condition we use a certain discretization of a semi-Markovian jump linear system that preserves stability. Also we show a characterization for the exponential mean stability of continu...

A robust adaptive controller design for a class of Markovian jump parametric -strictfeedback systems is given. The disturbances considered herein include both uncertain nonlinearities and Wiener noises of unknown covariance. And they satisfy some boundconditions. By using stochastic Lyapunov method in Markovian jump systems, a switching robust adaptive controller was obtained that guarantees gl...

This work is devoted to stability analysis of numerical solutions for jump diffusions and jump diffusions with Markovian switching. Different from the existing treatment of Euler-Maurayama methods for solutions of stochastic differential equations, we use techniques from stochastic approximation. We analyze the almost sure exponential stability and exponential pstability. Then Markovian regime-...

In this paper we introduce a consensus-based distributed filter, executed by a sensor network, inspired by the Markovian jump linear system filtering theory. We show that the optimal filtering gains of the Markovian jump linear system can be used as an approximate solution of the optimal distributed filtering problem. This parallel allows us to interpret each filtering gain corresponding to a m...

This paper investigates the stability problem of Markovian jump systems with multiple delay components and polytopic uncertainties. A new Lyapunov– Krasovskii functional is used for the stability analysis of Markovian jump systems with or without polytopic uncertainties. Two numerical examples are provided to demonstrate the applicability of the proposed approach.

This paper investigates the stability problem of Markovian jump systems with multiple delay components and polytopic uncertainties. A new Lyapunov– Krasovskii functional is used for the stability analysis of Markovian jump systems with or without polytopic uncertainties. Two numerical examples are provided to demonstrate the applicability of the proposed approach.

Abstract : In this paper we consider the mixed H /H -control problem for the class of discrete-time 2 _ linear systems with parameters subject to Markovian jumps (MJLS). It is assumed that both the state variable and the jump variable are available to the controller. The transition probability matrix may not be exactly known, but belongs to an appropriate convex set. For this controlled discret...

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...