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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.

Publishing year

2008

Language

English

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