The recursive reduced-order numerical solution of the singularly perturbed matrix differential Riccati equation
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Publication:3795542
DOI10.1109/9.1291zbMath0649.93023OpenAlexW1994756775WikidataQ115267956 ScholiaQ115267956MaRDI QIDQ3795542
Publication date: 1988
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.1291
matrix differential Riccati equationreduced-order problemsChang transformationnumerical recursive algorithmsingularly perturbed linear-quadratic control problem
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Related Items (12)
Near-optimum steady state regulators for stochastic linear weakly coupled systems ⋮ Two iterative algorithms for stochastic algebraic Riccati matrix equations ⋮ Exact slow-fast decomposition of the singularly perturbed matrix differential Riccati equation ⋮ A Shishkin mesh for a singularly perturbed Riccati equation ⋮ Improvement of system order reduction via balancing using the method of singular perturbations ⋮ Recursive reduced-order algorithm for singularly perturbed cross Grammian algebraic Sylvester equation ⋮ \(H_\infty\) output feedback control design for uncertain fuzzy systems with multiple time scales: an LMI approach ⋮ On the hybrid finite difference scheme for a singularly perturbed Riccati equation ⋮ An algorithm for solving the singularly perturbed \(H_\infty\) algebraic Riccati equation ⋮ Unnamed Item ⋮ Decoupling transformation for weakly coupled linear systems ⋮ A well adapted approach to block-diagonalization of large scale systems
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