Optimal time-weighted H 2 model reduction for discrete Markovian jump systems
作者： Minhui Sun , James Lam , Ningfan Zhong
DOI: 10.1109/CHICC.2014.6896510
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摘要: This paper considers the optimal time-weighted H 2 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 norm corresponding error system minimized given MJLS. A new notation named defined first time. Then computational formula given. Based on this formula, gradient flow method proposed solve problem. Finally, numerical example used illustrate effectiveness approach.
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