Optimal Time-Weighted H2 Model Reduction for Discrete Markovian Jump Systems

摘要：

　　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.

关键词： H2 norm discrete Markovian jump system Model reduction Time-weighted error

作者: Minhui Sun James Lam Ningfan Zhong

作者单位: Ocean University of China,Qingdao 266100,P.R.China The University of Hong Kong,Hong Kong Shandong University of Science and Technology,Qingdao 266590,P.R.China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 8968-8973

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）