H∞ Model Approximation for Discrete-time Markovian Jump Systems with Mode-dependent Time Delays

This paper considers the problem of computing an approximation system for a discrete-time Markovian jump system with mode-dependent time delays such that the H∞norm of the error system is less than a prescribed scalar. It can be shown that the approximation system is constructed by the solutions of linear matrix inequalities (LMIs) with inverse constraints. An efficient algorithm is used to obtain the approximation system and an example is employed to demonstrate the effectiveness of the model approximation algorithm.