Title :
Model reduction of discrete-time Markov jump linear systems
Author :
Kotsalis, Georgios ; Megretski, Alexandre ; Dahleh, Munther A.
Author_Institution :
Dept. of Mech. Eng., Massachusetts Inst. of Technol., Cambridge, MA
Abstract :
This paper proposes a model reduction algorithm for discrete-time, Markov jump linear systems. The main point of the reduction method is the formulation of two generalized dissipation inequalities that in conjunction with a suitably defined storage function enable the derivation of reduced order models that come with a provable a priori upper bound on the stochastic L2 gain of the approximation error
Keywords :
Markov processes; discrete time systems; linear systems; reduced order systems; Markov jump linear system; approximation error; discrete-time system; generalized dissipation inequality; model reduction; reduced order model; storage function; Approximation error; History; Linear systems; Mechanical engineering; Random variables; Reduced order systems; Space technology; State-space methods; Stochastic processes; Upper bound;
Conference_Titel :
American Control Conference, 2006
Conference_Location :
Minneapolis, MN
Print_ISBN :
1-4244-0209-3
Electronic_ISBN :
1-4244-0209-3
DOI :
10.1109/ACC.2006.1655398
