Model reduction of discrete Markovian jump systems with time‐weighted H2 performance
作者： Minhui Sun , James Lam
DOI: 10.1002/RNC.3315
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摘要: Summary This paper is concerned with the optimal time-weighted H2 model reduction problem for discrete Markovian jump linear systems (MJLSs). The purpose to find a mean square stable MJLS of lower order such that norm corresponding error system minimized given MJLSs. notation defined first time, and then computational formula this given, which requires solution two sets recursive Lyapunov-type matrix equations. Based on formula, we propose gradient flow method solve problem. A necessary condition minimality derived, generalizes standard result when Markov jumps time-weighting term do not appear. Finally, numerical examples are used illustrate effectiveness proposed approach. Copyright © 2015 John Wiley & Sons, Ltd.
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