Balanced Truncation for a General Class of Discrete-Time Markov Jump Linear Systems
Author
Summary, in English
This paper develops a generalization of the balanced truncation algorithm applicable to discrete-time Markov jump linear systems. 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.
Department/s
Publishing year
2008
Language
English
Full text
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Document type
Conference paper
Topic
- Control Engineering
Keywords
- markov jump
- model reduction
- hybrid systems
Conference name
American Control Conference 2008
Conference date
2008-06-11 - 2008-06-13
Conference place
Seattle, Wa, United States
Status
Published
Research group
- LCCC