model reduction for continuous-time Markovian jump systems with incomplete statistics of mode information

• Published in: International journal of systems science Vol. 45; no. 7; pp. 1496 - 1507
• Main Authors: Wei, Yanling, Qiu, Jianbin, Karimi, Hamid Reza, Wang, Mao
• Format: Journal Article
• Language: English
• Published: Taylor & Francis 03.07.2014
• Subjects: Computer programs; Design engineering; incomplete statistics of mode information; linear matrix inequality; Linear systems; Markov models; Markovian jump systems; Mathematical models; Model reduction; Software; Statistics

This paper investigates the problem of model reduction for a class of continuous-time Markovian jump linear systems with incomplete statistics of mode information, which simultaneously considers the exactly known, partially unknown and uncertain transition rates. By fully utilising the properties of...