On systems with non-Markovian regime changes

Jump models have been proposed for a wide variety of applications from fault-tolerant control to power network transient analysis and multitarget tracking. However, most available results are limited to Markovian transitions, which excludes systems with rates dependent upon the time elapsed since the last transition; that is, typically, the burn-in and aging phenomena. In this note, a non-Markovian model is proposed and its use for the synthesis of feedback regulators is discussed.