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Conference Paper: Optimal time-weighted H2 model reduction for discrete markovian jump systems

TitleOptimal time-weighted H2 model reduction for discrete markovian jump systems
Authors
KeywordsDiscrete Markovian jump system
H2 norm
Model reduction
Time-weighted error
Issue Date2014
PublisherInstitute of Electrical and Electronics Engineers. The Journal's web site is located at http://www.ieeexplore.ieee.org/xpl/conhome.jsp?punumber=1001331
Citation
The 33rd Chinese Control Conference (CCC 2014), Nanjing, China, 28-30 July 2014. In Chinese Control Conference, 2014, p. 8968-8973 How to Cite?
AbstractThis 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. © 2014 TCCT, CAA.
Persistent Identifierhttp://hdl.handle.net/10722/217499
ISBN
ISSN

 

DC FieldValueLanguage
dc.contributor.authorSun, M-
dc.contributor.authorLam, J-
dc.contributor.authorZhong, N-
dc.date.accessioned2015-09-18T06:01:02Z-
dc.date.available2015-09-18T06:01:02Z-
dc.date.issued2014-
dc.identifier.citationThe 33rd Chinese Control Conference (CCC 2014), Nanjing, China, 28-30 July 2014. In Chinese Control Conference, 2014, p. 8968-8973-
dc.identifier.isbn978-988156384-2-
dc.identifier.issn1934-1768-
dc.identifier.urihttp://hdl.handle.net/10722/217499-
dc.description.abstractThis 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. © 2014 TCCT, CAA.-
dc.languageeng-
dc.publisherInstitute of Electrical and Electronics Engineers. The Journal's web site is located at http://www.ieeexplore.ieee.org/xpl/conhome.jsp?punumber=1001331-
dc.relation.ispartofChinese Control Conference-
dc.rightsChinese Control Conference. Copyright © Institute of Electrical and Electronics Engineers.-
dc.rights©2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.subjectDiscrete Markovian jump system-
dc.subjectH2 norm-
dc.subjectModel reduction-
dc.subjectTime-weighted error-
dc.titleOptimal time-weighted H2 model reduction for discrete markovian jump systems-
dc.typeConference_Paper-
dc.identifier.emailLam, J: jlam@hku.hk-
dc.identifier.authorityLam, J=rp00133-
dc.description.naturepostprint-
dc.identifier.doi10.1109/ChiCC.2014.6896510-
dc.identifier.scopuseid_2-s2.0-84907921140-
dc.identifier.hkuros254429-
dc.identifier.spage8968-
dc.identifier.epage8973-
dc.publisher.placeUnited States-
dc.customcontrol.immutablesml 151207-

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