H∞ model reduction for discrete singular Markovian jump systems

Abstract The problem of H∞ model reduction is investigated for discrete singular systems with Markovian jump. A stochastic admissibility condition and bounded real lemma (BRL) are established for the discrete singular Markovian jump system in terms of the linear matrix inequality (LMI) approach. Under partial knowledge of the transition probabilities, the strict LMI-based sufficient condition is obtained for the existence of desired reduced-order model. The numerical example is proposed to show the validity of the developed result.

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