DocumentCode :
1501663
Title :
Finite Horizon Optimal Control of Singularly Perturbed Systems: A Differential Lyapunov Equation Approach 
Author :
Thang Nguyen ; Gajic, Z.
Author_Institution :
Dept. of Electr. Eng., Rutgers Univ., Piscataway, NJ, USA
Volume :
55
Issue :
9
fYear :
2010
Firstpage :
2148
Lastpage :
2152
Abstract :
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 :
Lyapunov methods; Riccati equations; differential equations; optimal control; singularly perturbed systems; algebraic Riccati equation; finite horizon optimal control; reduced-order differential Lyapunov-Sylvester equations; singularly perturbed systems; Computational efficiency; Cost function; Differential algebraic equations; Differential equations; Matrix decomposition; Optimal control; Riccati equations; Robustness; Vectors; Veins; Algebraic Riccati equation; differential Lyapunov/Sylvester equation; differential Riccati equation; optimal control; singularly perturbed systems;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2010.2051187
Filename :
5471182
Link To Document :
