Model reduction for Markovian jump systems with time-delay and uncertain switching probabilities

The paper addresses the problem of H∞ model reduction for uncertain Markovian jump systems with time-varying delay and uncertain switching probabilities. The purpose is to find a low-order model which can be used to approximate the original system such that the error system has a prescribed H∞ performance. A sufficient condition is obtained in the form of matrix inequality. The cone complementary linearization method is used to solve the proposed matrix inequality, and a specific algorithm is given.

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