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
fDate :
June 30 2010-July 2 2010
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;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5530936
