Minimal Realization Problems for Jump Linear Systems

This paper addresses two fundamental problems in the context of jump linear systems (JLS). The first problem is concerned with characterizing the minimal state space dimension solely from input-output pairs and without any knowledge of the number of mode switches. The second problem is concerned with characterizing the number of discrete modes of the JLS. For the first problem, we develop a linear system theory based approach and construct an appropriate Hankel-like matrix. The rank of this matrix gives us the state space dimension. For the second problem we show that minimal number of modes corresponds to the minimal rank of a positive semi-definite matrix obtained via a non--convex formulation.
Comment: 8 pages, Accepted to Conference on Decision and Control (CDC) 2018: Errata to conference version - changes to Algorithm 1 and Theorem 1