H/sub ∞/-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control

Author(s):  
D.S. Naidu ◽  
C.D. Charalambous ◽  
K.L. Moore ◽  
M.A. Abdelrahma
2004 ◽  
Vol 126 (4) ◽  
pp. 860-864 ◽  
Author(s):  
Beom-Soo Kim ◽  
Young-Joong Kim ◽  
Myo-Taeg Lim

In this paper we present a control method and a high accuracy solution technique in solving the linear quadratic Gaussian problems for nonstandard singularly perturbed discrete time systems. The methodology that exists in the literature for the solution of the standard singularly perturbed discrete time linear quadratic Gaussian optimal control problem cannot be extended to the corresponding nonstandard counterpart. The solution of the linear quadratic Gaussian optimal control problem is obtained by solving the pure-slow and pure-fast reduced-order continuous-time algebraic Riccati equations and by implementing the pure-slow and pure-fast reduced-order Kalman filters. In order to show the effectiveness of the proposed method, we present the numerical result for a one-link flexible robot arm.


Automatica ◽  
2018 ◽  
Vol 93 ◽  
pp. 311-320 ◽  
Author(s):  
Vladimir Gaitsgory ◽  
Lars Grüne ◽  
Matthias Höger ◽  
Christopher M. Kellett ◽  
Steven R. Weller

Sign in / Sign up

Export Citation Format

Share Document