This paper considers the stochastic control of linearquadratic problems for singularly perturbed systems when the input noise is colored. A near optimal linear output feedback control is obtained by optimizing a slow subsystem only.
H∞ Control of Linear Singularly Perturbed Systems with Small State Delay
✍ Scribed by Valery Y. Glizer; Emilia Fridman
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 239 KB
- Volume
- 250
- Category
- Article
- ISSN
- 0022-247X
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✦ Synopsis
An infinite horizon H state-feedback control problem for singularly perturbed ϱ linear systems with a small state delay is considered. An asymptotic solution of the hybrid system of Riccati-type algebraic, ordinary differential, and partial differential equations with deviating arguments, associated with this problem, is constructed. Based on this asymptotic solution, conditions for the existence of a solution of the original H problem, independent of the singular perturbation ϱ parameter, are derived. A simplified controller with parameter-independent gain matrices, solving the original problem for all sufficiently small values of this parameter, is obtained. An illustrative example is presented.
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