Balanced Truncation for Discrete Time Markov Jump Linear Systems
Kotsalis, Georgios and Rantzer, Anders LU
(2010)
In IEEE Transactions on Automatic Control
55(11).
p.2606-2611
- Abstract
- This technical note investigates the model reduction problem for mean square stable discrete time Markov jump linear systems. For this class of systems a balanced truncation algorithm is developed. The reduced order model is suboptimal, however 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. Such a result allows rigorous simplification of the dynamics of each mode in an independent manner with respect to a metric which is relevant from a robust control point of view.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1748398
- author
- Kotsalis, Georgios
and Rantzer, Anders
LU
- organization
- publishing date
- 2010
- type
- Contribution to journal
- publication status
- published
- subject
- in
- IEEE Transactions on Automatic Control
- volume
- 55
- issue
- 11
- pages
- 2606 - 2611
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- external identifiers
-
- wos:000283940800017
- scopus:78149242198
- ISSN
- 0018-9286
- DOI
- 10.1109/TAC.2010.2060241
- language
- English
- LU publication?
- yes
- id
- b0b418c9-e430-4af0-b519-9ee631aee74e (old id 1748398)
- date added to LUP
- 2016-04-04 12:59:31
- date last changed
- 2023-09-06 15:03:55
@article{b0b418c9-e430-4af0-b519-9ee631aee74e,
abstract = {{This technical note investigates the model reduction problem for mean square stable discrete time Markov jump linear systems. For this class of systems a balanced truncation algorithm is developed. The reduced order model is suboptimal, however 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. Such a result allows rigorous simplification of the dynamics of each mode in an independent manner with respect to a metric which is relevant from a robust control point of view.}},
author = {{Kotsalis, Georgios and Rantzer, Anders}},
issn = {{0018-9286}},
language = {{eng}},
number = {{11}},
pages = {{2606--2611}},
publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
series = {{IEEE Transactions on Automatic Control}},
title = {{Balanced Truncation for Discrete Time Markov Jump Linear Systems}},
url = {{https://lup.lub.lu.se/search/files/6032921/8168989.pdf}},
doi = {{10.1109/TAC.2010.2060241}},
volume = {{55}},
year = {{2010}},
}