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 ...

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.

In This paper we investigate the design of controllers, for discrete-time Markovian jump linear systems, that achieve optimal reference tracking in the presence of preview. In particular, given a reference sequence, we obtain the optimal control law for the fully observed case, while the output feedback case is also briefly discussed. We provide the optimal control law for the infinite and fini...

Abstract Hawkes process is a class of self-exciting point processes with clustering effect whose jump rate relies on their entire past history. This usually defined as continuous-time setting and has been widely applied in several fields, including insurance, finance, queueing theory, statistics. The model generally non-Markovian because the future development determined by timing events. Howev...

In this paper we consider the quadratic optimal control problem of a discrete-time Markovian jump linear system, subject to constrains on the state and control variables. It is desired to find a state feedback controller, which may also depend on the jump variable, that minimizes a quadratic cost and satisfies some upper bounds on the norms of some random variables, related to the state and con...

Abstract. This paper is concerned with the exponential mean-square stabilization problem via dynamic output-feedback controller for Markovian jump systems with nonlinear perturbations and time delays which are time-varying in an interval and depend on the system mode. Sufficient delay-range-dependent stabilization conditions for the existence of robust output-feedback controller are proposed in...

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...

This paper is concerned with mean-square stabilization of single-input Markovian jump linear systems (MJLSs) with logarithmically quantized state feedback. We introduce the concepts and provide explicit constructions of stabilizing mode-dependent logarithmic quantizers together with associated controllers, and a semi-convex way to determine the optimal (coarsest) stabilizing quantization densit...