Markovian Jump Systems

Abstract

Markovian jump systems can model stochastic systems with abrupt structural variation resulting from the occurrence of some inner discrete events in the system such as failures and repairs of machine in manufacturing systems, modifications of the operating point of a linearized model of a nonlinear system [123]. The study of Markovian jump systems is of both practical and theoretical importance. Therefore, during the past ten years, much attention has been addressed to investigate such a class of stochastic systems, and certain filtering and control issues related to Markovian jump systems have been studied [39, 42, 149]. However, most of the results reported in the literature were obtained in the context of state-space models, which may limit the scope of their applications.