期刊
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
卷 42, 期 4, 页码 1293-1309出版社
SIAM PUBLICATIONS
DOI: 10.1137/S0363012902403109
关键词
H-infinity model reduction; linear matrix inequality; stochastic systems
This paper investigates the problems of H-infinity model reduction for both continuous and discrete stochastic systems. In terms of certain linear matrix inequalities (LMIs) and a coupling nonconvex rank constraint, necessary and sufficient conditions for the existence of solutions to such problems are obtained. An explicit parametrization of all reduced-order models corresponding to a feasible solution is also proposed. In particular, when a zeroth-order H-infinity approximation is desired, conditions are obtained using LMIs only without any rank constraints, and a parametrization of all solutions is also presented. Finally, an illustrative example is provided to demonstrate the effectiveness of the proposed approach.
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