NUMERICAL FIXED POINT SOLUTION OF LINEAR QUADRATIC GAUSSIAN CONTROL PROBLEM FOR SINGULARLY PERTURBED SYSTEMS.

Research output: Contribution to journalConference article

Abstract

The fixed-point method is developed for obtaining efficient numerical solution of linear-quadratic Gaussian problem for singularly perturbed systems. It is shown that each iteration step improves the accuracy by an order of magnitude; that is, the accuracy of O( epsilon **k ) can be obtained by doing only k-1 iterations. On the other hand, only low-order systems are involved in algebraic manipulations, and no analicity requirements are imposed on the system coefficients.

Original languageEnglish (US)
Pages (from-to)1678-1683
Number of pages6
JournalProceedings of the American Control Conference
StatePublished - Dec 1 1985

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

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