Title :
Balanced truncation for a general class of discrete-time Markov Jump linear systems
Author :
Kotsalis, Georgios ; Rantzer, Anders
Author_Institution :
Dept. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA
Abstract :
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.
Keywords :
Markov processes; discrete time systems; linear systems; stochastic systems; Markov jump linear system; approximation error; balanced truncation algorithm; discrete-time system; stochastic L2 gain; Approximation error; Approximation methods; Control systems; Costs; Linear systems; Multidimensional systems; Networked control systems; Reduced order systems; Robustness; Stochastic processes;
Conference_Titel :
American Control Conference, 2008
Conference_Location :
Seattle, WA
Print_ISBN :
978-1-4244-2078-0
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2008.4587120
