Numerical fixed-point solution for near-optimum regulators of linear quadratic gaussian control problems for singularly perturbed systems†

DOI10.1080/00207178608933472zbMath0581.93073OpenAlexW2041947785MaRDI QIDQ3705339

Zoran Gajic

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933472

zbMATH Keywords

singularly perturbed systemsfixed-point methodlinear quadratic gaussian problem

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Singular perturbations for ordinary differential equations (34E15)

Related Items (8)

Near-optimum steady-state regulator for discrete singularly perturbed systems with a prescribed degree of stability ⋮ Recursive solution of linear-quadratic Nash games for weakly interconnected systems ⋮ Well-posedness of a model order reduction for singularly perturbed linear stochastic systems ⋮ Near-optimum steady state regulators for stochastic linear weakly coupled systems ⋮ Closed-loop Stackelberg strategies for singularly perturbed systems: the recursive approach ⋮ Decomposition method for solving kalman filter gains in singularly perturbed systems ⋮ Decoupling transformation for weakly coupled linear systems ⋮ Recursive algorithm for the optimal static output feedback control problem of linear weakly-coupled systems

Cites Work

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• Singular perturbation and iterative separation of time scales
• Near-optimum regulators for stochastic linear singularly perturbed systems
• Dynamical feedback control for a class of singularly perturbed linear systems using a full-order observer
• Singular perturbation of linear regulators: Basic theorems
• A decomposition of near-optimum regulators for systems with slow and fast modes
• Linear filtering of singularly perturbed systems
• Linear regulator design for stochastic systems by a multiple time-scales method
• Stochastic control of linear sigularly perturbed systems
• Singular Perturbations of a General Boundary Value Problem

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