The browser you are using is not supported by this website. All versions of Internet Explorer are no longer supported, either by us or Microsoft (read more here: https://www.microsoft.com/en-us/microsoft-365/windows/end-of-ie-support).

Please use a modern browser to fully experience our website, such as the newest versions of Edge, Chrome, Firefox or Safari etc.

Balance Truncation for Discrete Time Markov Jump Linear Systems

Author

Summary, in English

This paper 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 L2 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.

Publishing year

2009

Language

English

Publication/Series

Technical Reports TFRT-7621

Document type

Report

Publisher

Department of Automatic Control, Lund Institute of Technology, Lund University

Topic

  • Control Engineering

Status

Published

ISBN/ISSN/Other

  • ISSN: 0280-5316