$H_\infty$ Model Reduction in the Stochastic Framework

DOI10.1137/S0363012902403109zbMath1045.93014MaRDI QIDQ4443040

Shengyuan Xu, Tongwen Chen

Publication date: 8 January 2004

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

linear matrix inequalitystochastic systems\(H_\infty\) model reduction

Mathematics Subject Classification ID

(H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03) Approximation with constraints (41A29)

Related Items (16)

Asymptotic stability in probability and stabilization for a class of discrete-time stochastic systems ⋮ H _∞ model reduction for discrete-time Markov jump linear systems with partially known transition probabilities ⋮ Model reduction of fuzzy logic systems ⋮ Delay-dependent robust \(H_\infty\) filtering of the Takagi-Sugeno fuzzy stochastic systems ⋮ Input-output gain analysis for linear systems on cones ⋮ An augmented Lagrangian method for the optimal \(H_\infty\) model order reduction problem ⋮ Improved results on \(H_\infty\) model reduction for Markovian jump systems with partly known transition probabilities ⋮ ℋ_∞model reduction for continuous-time switched stochastic hybrid systems ⋮ Singular linear quadratic optimal control for singular stochastic discrete‐time systems ⋮ Internal positivity preserved model reduction ⋮ Generalized \(H_{\infty}\) model reduction for stable two-dimensional discrete systems ⋮ Positivity-preserving \(H_\infty\) model reduction for positive systems ⋮ Non-linear stochastic optimal control of acceleration parametrically excited systems ⋮ Optimal filtering for incompletely measured polynomial systems with multiplicative noise ⋮ Deconvolution filtering for stochastic systems via homogeneous polynomial Lyapunov functions ⋮ Generalized ℋ︁₂ model approximation for differential linear repetitive processes

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