Balanced Truncation for Discrete Time Markov Jump Linear Systems

被引：25
|
作者：
Kotsalis, Georgios [1 ]
Rantzer, Anders [1 ]
机构：
[1] Lund Univ, Automat Control LTH, SE-22100 Lund, Sweden
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2010年 / 55卷 / 11期
关键词：
Jump linear systems (JLS's); linear time invariant (LTI) systems; Markov jump linear systems (MJLS's); MODEL-REDUCTION; VARYING SYSTEMS; NETWORKED CONTROL;
D O I：
10.1109/TAC.2010.2060241
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This technical note investigates the model reduction problem for mean square stable discrete time Markov jump linear systems. For this class of systems a balanced truncation algorithm is developed. The reduced order model is suboptimal, however the approximation error, which is captured by means of the stochastic L(2) gain, is bounded from above by twice the sum of singular numbers associated to the truncated states of each mode. Such a result allows rigorous simplification of the dynamics of each mode in an independent manner with respect to a metric which is relevant from a robust control point of view.
引用
收藏
页码：2606 / 2611
页数：7
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