We derive a time-convolutionless master equation for the spin-boson model in the weak coupling limit. The temporarily negative decay rates in the master equation indicate short time memory effects in the dynamics which is explicitly revealed when the dynamics is studied using the non-Markovian jump description. The approach gives new insight into the memory effects influencing the spin dynamics...

A state estimator design is described for discrete time systems having observably intermittent measurements. A stationary Markov process is used to model probabilistic measurement losses. The stationarity of the Markov process suggests an analagous stationary estimator design related to the Markov states. A precomputable time-varying state estimator is proposed as an alternative to Kalman’s opt...

This paper deals with static output feedback H∞ control of continuous time Active Fault Tolerant Control Systems with Markovian Parameters (AFTCSMP) and statedependent noise. It adopts a new framework, based on the synthesis of ellipsoidal sets of controllers, introduced in [18], [19]. It is also shown that the obtained results can easily be applied to the problematic of mode-independent static...

In this paper, we study the stochastic optimal tracking problems with preview for a class of linear discrete-time Markovian jump systems. The systems are described by the discrete-time switching systems with Markovian mode transitions. The necessary and sufficient conditions for the solvability of the optimal tracking problems are given by coupled Riccati difference equations with terminal cond...

Quantum open systems are described in the Markovian limit by master equations in Lindblad form. I argue that common “quantum jumps” techniques, which solve the master equation by unraveling its evolution into stochastic trajectories in Hilbert space, correspond closely to a particular set of decoherent histories. This is illustrated by a simple model of a photon counting experiment. Recently a ...

We study a portfolio selection problem in a continuous-time Markovian regimeswitching model. The market in this model is, in general, incomplete. We adopt a method to complete the market based on an enlargement of the market using a set of geometric Markovian jump securities. We solve the portfolio selection problem in the enlarged market for a power utility and a logarithmic utility. Closed-fo...