DocumentCode
3284289
Title
Solving the singularly perturbed matrix differential Riccati equation: A Lyapunov equation approach
Author
Thang Nguyen ; Gajic, Z.
Author_Institution
Dept. of Electr. Eng., Rutgers Univ., Piscataway, NJ, USA
fYear
2010
fDate
June 30 2010-July 2 2010
Firstpage
782
Lastpage
787
Abstract
In this paper, we study the finite time (horizon) optimal control problem for singularly perturbed systems. The solution is obtained in terms of the corresponding solution of the algebraic Riccati equation and the decomposition of the singularly perturbed differential Lyapunov equation into reduced-order differential Lyapunov/Sylvester equations. An illustrative numerical example is provided to show the efficiency of the proposed approach.
Keywords
Lyapunov methods; Riccati equations; differential equations; matrix algebra; multivariable systems; perturbation techniques; reduced order systems; singular optimal control; finite time optimal control problem; reduced order differential Sylvester equation; singularly perturbed differential Lyapunov equation; singularly perturbed matrix differential Riccati equation; Computational efficiency; Control systems; Differential algebraic equations; Differential equations; Matrix decomposition; Optimal control; Riccati equations; Robustness; Vectors; Veins;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference (ACC), 2010
Conference_Location
Baltimore, MD
ISSN
0743-1619
Print_ISBN
978-1-4244-7426-4
Type
conf
DOI
10.1109/ACC.2010.5530936
Filename
5530936
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