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Balanced Truncation for a General Class of Discrete-Time Markov Jump Linear Systems

Kotsalis, Georgios and Rantzer, Anders LU (2008) American Control Conference 2008
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.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to conference
publication status
published
subject
keywords
markov jump, model reduction, hybrid systems
conference name
American Control Conference 2008
external identifiers
  • Scopus:52449117420
language
English
LU publication?
yes
id
563d9f10-353d-4348-b410-c8741e26ee2c (old id 1440107)
date added to LUP
2009-07-14 15:01:20
date last changed
2016-10-13 04:53:50
@misc{563d9f10-353d-4348-b410-c8741e26ee2c,
  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.},
  author       = {Kotsalis, Georgios and Rantzer, Anders},
  keyword      = {markov jump,model reduction,hybrid systems},
  language     = {eng},
  title        = {Balanced Truncation for a General Class of Discrete-Time Markov Jump Linear Systems},
  year         = {2008},
}