IEEE Transactions on Automatic Control, Vol.55, No.9, 2148-2152, 2010
Finite Horizon Optimal Control of Singularly Perturbed Systems: A Differential Lyapunov Equation Approach
In this note, 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:Algebraic Riccati equation;differential Lyapunov/Sylvester equation;differential Riccati equation;optimal control;singularly perturbed systems