A jump linear system (JLS) is a linear differential equation with N possible sets of randomly jumping (switching) coefficients. The JLS model has many real-world physical and conceptual (e.g. economic) systems. The bulk of the JLS-research effort concerns pure-Markov JLS (MJLS). In this paper we consider the more general semi-Markov JLS (SMJLS). This paper also shows a new sub-optimal but tractable and parsimonious control design method for SMJLS, and a closed-loop stability test.
No takes yet. Share an insight, caveat, or question.
Schwartz et al. (2004) studied this question.
Synapse has enriched one closely related paper. Consider it for comparative context: