随机马尔可夫切换系统的H_∞模型降阶  

H-infinity model reduction for stochastic systems with Markovian jump parameters and time delay

作　　者：孙敏慧[1] 邹云[1] 徐胜元[1] 

机构地区：[1]南京理工大学自动化系,江苏南京210094

出　　处：《控制理论与应用》2006年第2期268-274,共7页Control Theory & Applications

基　　金：国家自然科学基金资助项目(60304001;60474078;60574015);全国博士学位论文作者专项资金项目(200240)

摘　　要：考虑一类带有时滞的不确定马尔可夫切换系统的H∞模型降阶问题.首先得到了一个矩阵不等式形式的充分条件,使该系统的H∞模型降阶问题对于满足条件的任意不确定性都是可解的;然后依据CCL(conecom plem entarity linearization)方法给出了该问题的求解算法,以及降阶模型的参数化方法.仿真算例说明该方法的有效性.The H-infinity model reduction problem for a class of uncertain Markovian jump systems with timevarying state delay is considered in this paper. The goal is the construction of a reduced-order model such that the associated model error satisfies a prescribed H-infinity norm bound constraint. A sufficient condition for the existence of desired reduced-order model is presented in terms of matrix inequalities. The cone complementarity linearization （CCL）method is then suggested to solve the matrix inequalities. With the numerical solutions of the matrix inequalities, an explicit parameterization of the desired reduced-order models is also presented.

关 键 词：MARKOV过程 随机系统 均方渐近稳定 H∞模型降阶 CCL方法 时滞系统 

分 类 号：O211.62[理学—概率论与数理统计]