H-infinity model reduction for discrete-time Markov jump linear systems with partially known transition probabilities

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Zhang, Lixian, Boukas, El-Kébir and Shi, Peng (2009) H-infinity model reduction for discrete-time Markov jump linear systems with partially known transition probabilities. International Journal of Control, 82 (2). pp. 343-351. ISSN 0020-7179

Abstract

In this article, the H∞ model reduction problem for a class of discrete-time Markov jump linear systems (MJLS) with partially known transition probabilities is investigated. The proposed systems are more general, relaxing the traditional assumption in Markov jump systems that all the transition probabilities must be completely known. A reduced-order model is constructed and the LMI-based sufficient conditions of its existence are derived such that the corresponding model error system is internally stochastically stable and has a guaranteed H∞ performance index. A numerical example is given to illustrate the effectiveness and potential of the developed theoretical results.

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Item type	Article
URI	https://vuir.vu.edu.au/id/eprint/4734
DOI	10.1080/00207170802098899
Official URL	http://dx.doi.org/10.1080/00207170802098899
Subjects	Historical > SEO Classification > 970109 Expanding Knowledge in Engineering Historical > Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM) Historical > FOR Classification > 0199 Other Mathematical Sciences Information Systems
Keywords	ResPubID7678, Markov jump linear systems, H∞ model reduction, partially known transition probabilities, linear matrix inequality (LMI)
Citations in Scopus	52 - View on Scopus
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