Stabilization of continuous-time Markovian jump systems based on an estimation system

This paper focuses on the stabilization problem of continuous-time Markovian jump systems based on exploiting an estimation system. Firstly, an auxiliary system is established to approximate the original system. It is shown that the stochastic stability of original system could be estimated by the established auxiliary system. Then, the designed state feedback controller could stabilize both the original and auxiliary systems. Sufficient conditions for the existence of the state feedback controller are provided with LMIs and could be solved directly. Finally, a practical example is used to demonstrate the effective and superiority of the proposed methods.