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Balanced Truncation for Discrete Time Markov Jump Linear Systems

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Author

Summary, in English

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 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

2010

Language

English

Pages

2606-2611

Publication/Series

IEEE Transactions on Automatic Control

Volume

55

Issue

11

Document type

Journal article

Publisher

IEEE - Institute of Electrical and Electronics Engineers Inc.

Topic

  • Control Engineering

Status

Published

Research group

  • LCCC

ISBN/ISSN/Other

  • ISSN: 0018-9286