Title :
Optimal time-weighted H2 model reduction for discrete Markovian jump systems
Author :
Minhui Sun ; Lam, James ; Ningfan Zhong
Author_Institution :
Ocean Univ. of China, Qingdao, China
Abstract :
This paper considers the optimal time-weighted H2 model reduction problem for discrete Markovian jump linear systems (MJLSs). The purpose is to find a mean square stable MJLS of lower order such that the time-weighted H2 norm of the corresponding error system is minimized for a given mean square stable discrete MJLS. A new notation named time-weighted H2 norm of discrete MJLS is defined for the model reduction purpose for the first time. Then a computational formula of the time-weighted H2 norm is given. Based on this formula, a gradient flow method is proposed to solve the optimal time-weighted H2 model reduction problem. Finally, a numerical example is used to illustrate the effectiveness of the proposed approach.
Keywords :
H2 control; Markov processes; discrete systems; gradient methods; linear systems; optimal control; reduced order systems; discrete Markovian jump linear systems; gradient flow method; mean square stable discrete MJLS; optimal time-weighted H2 model reduction; Educational institutions; Electronic mail; Linear systems; Markov processes; Mathematical model; Numerical models; Reduced order systems; H2 norm; Model reduction; Time-weighted error; discrete Markovian jump system;
Conference_Titel :
Control Conference (CCC), 2014 33rd Chinese
Conference_Location :
Nanjing
DOI :
10.1109/ChiCC.2014.6896510
