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.
|Original language||English (US)|
|Number of pages||6|
|Journal||Proceedings of the IEEE Conference on Decision and Control|
|State||Published - Dec 1 1994|
|Event||Proceedings of the 33rd IEEE Conference on Decision and Control. Part 1 (of 4) - Lake Buena Vista, FL, USA|
Duration: Dec 14 1994 → Dec 16 1994