Abstract
An order reduction problem for the state estimation of singularly perturbed linear systems is shown to be a well‐posed problem, whereas the corresponding order reduction control problem is ill‐posed. This observation plays an important role in the concept of multimodeling and in the slow—fast decomposition control problem for singularly perturbed linear stochastic systems.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 305-309 |
| Number of pages | 5 |
| Journal | Optimal Control Applications and Methods |
| Volume | 8 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1987 |
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Software
- Control and Optimization
- Applied Mathematics
Keywords
- Linear—quadratic problems
- Order reduction
- Singularly perturbed linear systems
- State estimation
- Stochastic control