H∞Control of Singular Markovian Jump Systems with Bounded Transition Probabilities

New Results on Stability and Stabilization of Markovian Jump Systems with Partly Known Transition Probabilities

This paper investigates the problem of stability and stabilization of Markovian jump linear systems with partial information on transition probability. A new stability criterion is obtained for these systems. Comparing with the existing results, the advantage of this paper is that the proposed criterion has fewer variables, however, does not increase any conservatism, which has been proved theo...

Stabilization of Uncertain Markovian Jump Singular Systems with Wiener Process

In this paper, firstly, one deals with the stability and the stabilizability problems for the class of Markovian jump continuous-time singular systems. Next, one will address the robustness problem. The proposed approaches derive sufficient conditions such that the regularity and the absence of impulses are assured as well as the stochastic stability and robust stochastic stability. Also, state...

Estimation of Markovian Jump Systems with Unknown Transition Probabilities through Bayesian Sampling

Addressed is the problem of state estimation for dynamic Markovian jump systems (MJS) with unknown transitional probability matrix (TPM) of the embedded Markov chain governing the system jumps. Based on recent authors’ results, proposed is a new TPM-estimation algorithm that utilizes stochastic simulation methods (viz. Bayesian sampling) for finite mixtures’ estimation. Monte Carlo simulation r...

Reliable H-infinity Filtering for Discrete Time-Delay Markovian Jump Systems with Partly Unknown Transition Probabilities

In this paper, the reliable H∞ filtering problem is studied for a class of discrete nonlinear Markovian jump systems with sensor failures and time delays. The transition probabilities of the jumping process are assumed to be partly unknown. The failures of sensors are quantified by a variable taking values in a given interval. The time-varying delay is unknown with given lower and upper bounds....

Including Non-markovian Transition Probabilities