A Brief Tutorial and Survey on Markovian Jump Systems: Stability and Control

Markovian jump systems (MJSs) can be regarded as a special type of jump system, whose jumping law governing the switches among the subsystems are a Markovian chain or process [1]. Similar to other control systems, the subsystems in MJSs are usually described by some type of dynamic equations, while a Markov process that can be either continuous time or discrete time describes the jumping law. On the other hand, MJSs also are hybrid dynamic systems typically consisting of both the dynamic state space and the set of discrete events, where a Markov process describes the discrete events for MJSs [2], [3].