TY - JOUR
T1 - H∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control
AU - Naidu, D. Subbaram
AU - Charalambous, Charalambos D.
AU - Moore, Kevin L.
AU - Abdelrahman, Mohamed A.
PY - 1994/12/1
Y1 - 1994/12/1
N2 - The H∞-optimal control and risk-sensitive control of linear singularly perturbed, discrete-time systems is described. It is shown that the Riccati equation associated with the solution of the H∞-optimal control problem, can be approximated by an outer series solution, and a boundary-layer correction series solution. Unlike the asymptotic expansion approach, it is shown that the original system can be approximated by the maximum of the performance associated with the slow and fast subsystems.
AB - The H∞-optimal control and risk-sensitive control of linear singularly perturbed, discrete-time systems is described. It is shown that the Riccati equation associated with the solution of the H∞-optimal control problem, can be approximated by an outer series solution, and a boundary-layer correction series solution. Unlike the asymptotic expansion approach, it is shown that the original system can be approximated by the maximum of the performance associated with the slow and fast subsystems.
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M3 - Conference article
AN - SCOPUS:0028738922
SN - 0191-2216
VL - 2
SP - 1706
EP - 1711
JO - Proceedings of the IEEE Conference on Decision and Control
JF - Proceedings of the IEEE Conference on Decision and Control
T2 - Proceedings of the 33rd IEEE Conference on Decision and Control. Part 1 (of 4)
Y2 - 14 December 1994 through 16 December 1994
ER -