• DocumentCode
    2391246
  • 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
  • fYear
    2008
  • fDate
    11-13 June 2008
  • Firstpage
    4011
  • Lastpage
    4016
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2008
  • Conference_Location
    Seattle, WA
  • ISSN
    0743-1619
  • Print_ISBN
    978-1-4244-2078-0
  • Electronic_ISBN
    0743-1619
  • Type

    conf

  • DOI
    10.1109/ACC.2008.4587120
  • Filename
    4587120
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2391246