The guaranteed cost control problem of uncertain singularly perturbed systems (Q1593770)

The authors study the algebraic Riccati equation corresponding to the guaranteed cost control theory for an uncertain singularly perturbed system of the form \[ \dot x_1(t)= (A_{11}+ D_1 FE_{a1}) x_1(t)+ (A_{12}+ D_1 FE_{a2}) x_2(t)+ (B_1+ D_1 FE_b) u(t), \] \[ \varepsilon\dot x_2(t)= (A_{21}+ D_2 FE_{a1}) x_1(t)+ (A_{22}+ D_2 FE_{a2}) x_2(t)+ (B_2+ D_2 FE_b) u(t), \] \[ J\int^\infty_0 z(t)^T z(t) dt=\|z(t)\|^2_2, \] \[ F^T(t) F(t)\leq I_j, \] where \[ z(t)= C_1 x_1(t)+ C_2 x_2(t)+ D_{12} u(t), \] \(\varepsilon\) is a small positive parameter, \(x(t)= [x^T_1(t) x^T_2(t)]^T\in \mathbb{R}^n\) \((n= n_1+ n_2)\) are state vectors, \(u(t)\in \mathbb{R}^m\) is the control input. The construction of the desired controller involves solving the full-order algebraic Riccati equation with small parameter \(\varepsilon\). Under control-oriented assumptions, first one provides sufficient conditions such that the full-order algebraic Riccati equation has a positive semi-definite stabilizing solution. Next, one proposes an iterative method based on the Kleinman algorithm to solve the algebraic Riccati equation which depends on the parameter \(\varepsilon\). The new idea is to use the solutions to the reduced-order algebraic Riccati equations for the initial condition. By using the iterative algorithm, it is easy to obtain a required solution to the algebraic Riccati equation. Finally, numerical examples are included.