H∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control

D. Subbaram Naidu; Charalambos D. Charalambous; Kevin L. Moore; Mohamed A. Abdelrahman

H_∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control

D. Subbaram Naidu
, Charalambos D. Charalambous
, Kevin L. Moore
, Mohamed A. Abdelrahman

Electrical Engineering

Research output: Contribution to journal › Conference article › peer-review

12 Scopus citations

Abstract

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)
Pages (from-to)	1706-1711
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	2
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

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title = "H∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control",

abstract = "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.",

author = "Naidu, \{D. Subbaram\} and Charalambous, \{Charalambos D.\} and Moore, \{Kevin L.\} and Abdelrahman, \{Mohamed A.\}",

year = "1994",

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journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

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note = "Proceedings of the 33rd IEEE Conference on Decision and Control. Part 1 (of 4) ; Conference date: 14-12-1994 Through 16-12-1994",

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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.

UR - https://www.scopus.com/pages/publications/0028738922

UR - https://www.scopus.com/pages/publications/0028738922#tab=citedBy

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 -

H_∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control

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