Balanced Truncation for a General Class of Discrete-Time Markov Jump Linear Systems
Författare
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.
Avdelning/ar
Publiceringsår
2008
Språk
Engelska
Fulltext
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Dokumenttyp
Konferensbidrag
Ämne
- Control Engineering
Nyckelord
- 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
Forskningsgrupp
- LCCC