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