L2-L∞ Model Reduction for Uncertain Markovian Jump Linear Systems

摘要：

In this paper, the L2-L∞ (energy-to-peak) performance uncertain Markovian jump linear system is investigated. The jump parameters are modeled by a discrete-time Markov process. Furthermore, we study the L2-L∞ model reduction for uncertain Markovian jump linear system. A reduced-order model with the same randomly jumping parameters is proposed which can make the error systems with Markovian jump parameters stochastically stable with a prescribed L2-L∞ performance. Sufficient conditions in terms of linear matrix inequalities (LMIs) and a coupling non-convex rank constraint are derived for the existence of a solution to the model reduction problems. The explicit parameterization of the desired reduced-order model is also obtained. A numerical example is given to illustrate the design procedures.

作者: Xiao-Hu Yuan Xiao-Xia Tang Zhen-Kai Guo Wen-guang Zhang

作者单位: Dept. of Control Engineering Naval Aeronautical Engineering Institute,Yantai, China Dept. of Social Science Shandong Institute of Business And Technology,Yantai,China The Seventh Research Division, Beijing University of Aeronautics & Astronautics,Beijing, China, 1000 The Seventh Research Division,Beijing University of Aeronautics & Astronautics,Beijing, China, 10008

会议类型: 国际会议

会议名称: 第三届国际脉冲动力系统及应用学术会议

会议地点: 青岛

会议语种:英文

在线出版日期: 2006-07-21（万方平台首次上网日期，不代表论文的发表时间）