The exact slow-fast decomposition of the algebraic riccati equation of singularly perturbed systems

Wu Chung Su, Zoran Gajic, Xue Min Shen

Research output: Contribution to journalArticlepeer-review

49 Scopus citations

Abstract

The algebraic Riccati equation of singularly perturbed control systems is completely and exactly decomposed into two reduced-order algebraic Riccati equations corresponding to the slow and fast time scales. The pure-slow and pure-fast algebraic Riccati equations are nonsymmetric ones, but their O(ϵ) perturbations are symmetric. It is shown that the Newton method is very efficient for solving the obtained nonsymmetric algebraic Riccati equations. The presented method is very suitable for parallel computations. In addition, due to complete and exact decomposition of the Riccati equation, this procedure might produce a new insight in the two-time scale optimal filtering and control problems.

Original languageEnglish (US)
Pages (from-to)1456-1459
Number of pages4
JournalIEEE Transactions on Automatic Control
Volume37
Issue number9
DOIs
StatePublished - Sep 1992

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

Fingerprint Dive into the research topics of 'The exact slow-fast decomposition of the algebraic riccati equation of singularly perturbed systems'. Together they form a unique fingerprint.

Cite this