This note presents an approach to the decomposition and approximation of linear quadratic Gaussian control problems for singularly perturbed discrete systems at steady state. The global Kalman filter is decomposed into separate reduced-order local filters via the use of a decoupling transformation. A near-optimal control law is derived by approximating coefficients of the optimal control law. The proposed method allows parallel processing of information and reduces both offline and online computational requirements. A real world example demonstrates the efficiency of the proposed method.
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering