Abstract
This paper introduces the definition of the nonstandard linear discrete-time singularly perturbed system and then shows how to solve the corresponding linear-quadratic optimal control problem since the methodology that exists in the literature for the solution of the standard singularly perturbed discrete linear-quadratic optimal control problem can not be extended to the corresponding nonstandard counterpart. The solution of the optimal control problem is obtained in terms of the pure-slow and pure-fast, reduced-order, continuous-time, algebraic Riccati equations. An example is included to illustrate the efficiency of the proposed method.
Original language | English |
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Pages (from-to) | 163-174 |
Number of pages | 12 |
Journal | Dynamics of Continuous, Discrete and Impulsive Systems Series B: Application and Algorithm |
Volume | 9 |
Issue number | 2 |
Publication status | Published - 2002 Jun |
Keywords
- Optimal control
- Order reduction
- Parallel computation
- Riccati equation
- Singular perturbation
ASJC Scopus subject areas
- Discrete Mathematics and Combinatorics
- Applied Mathematics