H∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control
AuthorNaidu, D. Subbaram
Charalambous, Charalambos D.
Moore, Kevin L.
Abdelrahman, M. A.
SourceProceedings of the IEEE Conference on Decision and Control
Proceedings of the IEEE Conference on Decision and Control
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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.
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