Singularly perturbed and weakly coupled linear control systems. A recursive approach (Q1188649)

This book (mostly based on authors results) contains seven main chapters. Chapter 2 presents recursive algorithms for singularly perturbed Lyapunov and Riccati equations. The recursive methods introduced here are compared to, and often found to be better than, power series expansion methods; in particular faster convergence is shown. Decoupling transformations for weakly coupled systems are discussed. Chapter 3 studies numerical techniques for the output feedback control of singularly perturbed and weakly coupled linear systems, showing improvement of accuracy of one order of magnitude in each iteration step. A discussion of the effectiveness of the proposed reduced-order algorithm is also presented. Chapter 4 presents the previous approach to the decomposition and approximation of estimation and control problems for weakly coupled linear stochastic systems. The order of approximation of the optimal performance is obtained, and convergence is proved. In chapter 5 the recursive reduced-order algorithm is applied to a finite-horizon optimal control problem. Applications of such algorithms to weakly coupled linear-quadratic differential games are discussed in chapter 6. Discrete- time linear weakly coupled linear systems are tackled on chapter 7 and 8, including an approach (by transformation) to solving the discrete algebraic Riccati equation. In each chapter following the second, concrete examples are presented as case studies for the illustration of the proposed algorithms.