Exact slow-fast decomposition of the singularly perturbed matrix differential Riccati equation

DOI10.1016/j.amc.2010.02.040zbMath1198.34102DBLPjournals/amc/KoskieCG10OpenAlexW2068119118WikidataQ56256733 ScholiaQ56256733MaRDI QIDQ972913

S. Koskie, C. Coumarbatch, Zoran Gajic

Publication date: 21 May 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.02.040

zbMATH Keywords

optimal controlsingular perturbationsboundary value problemmatrix Riccati equation

Mathematics Subject Classification ID

Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Time-scale analysis and singular perturbations in control/observation systems (93C70) Applications of boundary value problems involving ordinary differential equations (34B60) Singular perturbations for ordinary differential equations (34E15)

Related Items (6)

Novel results for a class of singular perturbed slow-fast system ⋮ Dynamical analysis and perturbation solution of an SEIR epidemic model ⋮ Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems ⋮ A Novel Approach to Exact Slow-Fast Decomposition of Linear Singularly Perturbed Systems with Small Delays ⋮ New results on static output feedbackH_∞control for fuzzy singularly perturbed systems: a linear matrix inequality approach ⋮ Fault-Tolerant Control of Two-Time-Scale Systems

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