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:
https://lup.lub.lu.se/record/1440107
- author
- Kotsalis, Georgios
and Rantzer, Anders
LU
- organization
- publishing date
- 2008
- type
- Contribution to conference
- publication status
- published
- subject
- keywords
- markov jump, model reduction, hybrid systems
- conference name
- American Control Conference 2008
- conference location
- Seattle, Wa, United States
- conference dates
- 2008-06-11 - 2008-06-13
- external identifiers
-
- scopus:52449117420
- language
- English
- LU publication?
- yes
- id
- 563d9f10-353d-4348-b410-c8741e26ee2c (old id 1440107)
- date added to LUP
- 2016-04-04 13:16:01
- date last changed
- 2024-01-13 06:30:48
@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}},
keywords = {{markov jump; model reduction; hybrid systems}},
language = {{eng}},
title = {{Balanced Truncation for a General Class of Discrete-Time Markov Jump Linear Systems}},
url = {{https://lup.lub.lu.se/search/files/6080913/8233151.pdf}},
year = {{2008}},
}