Finite-time disturbance attenuation control problem for singularly perturbed discrete-time systems

Abstract

In this paper we consider the problem of finite-time H∞-optimal control of linear, singularly perturbed, discrete-time systems. The problem is addressed from the game theoretic approach. This leads to a singularly perturbed, matrix Riccati difference equation, the solution of which is given in terms of an outer series solution, and a boundary-layer correction series solution. We show that the disturbance attenuation level achieved by the singular perturbation method, compared to the full-order solution, depends on the order of approximation. The theory is illustrated by considering two examples. © 1998 John Wiley & Sons, Ltd.