A survey on Markovian jump systems: modeling and design

Abstract

Markovian jump systems are a special class of hybrid and stochastic systems which can be used to describe many real world applications, such as manufacturing systems, power systems, chemical systems, economic systems, communication and control, etc. In this paper, a survey on recent developments of modeling, analysis and design of Markovian jump systems is presented. First, stability issues on Markovian jump systems are addressed. Then a variety of control and filter design methods are systematically recalled. Furthermore, the new trends of Markovian jump systems with uncertain transition rates as well as semi-Markovian jump systems are also discussed.