Exact slow-fast decomposition of the singularly perturbed matrix differential Riccati equation
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Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Singular perturbations for ordinary differential equations (34E15) Time-scale analysis and singular perturbations in control/observation systems (93C70) Applications of boundary value problems involving ordinary differential equations (34B60)
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Cites work
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- scientific article; zbMATH DE number 3567256 (Why is no real title available?)
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- scientific article; zbMATH DE number 3450673 (Why is no real title available?)
- scientific article; zbMATH DE number 3057045 (Why is no real title available?)
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- Eigenvector approach for order reduction of singularly perturbed linear-quadratic optimal control problems
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- Singular perturbation of linear regulators: Basic theorems
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Cited in
(11)- A novel approach to exact slow-fast decomposition of linear singularly perturbed systems with small delays
- Multiscale differential Riccati equations for linear quadratic regulator problems
- Novel results for a class of singular perturbed slow-fast system
- Fault-tolerant control of two-time-scale systems
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- Dynamical analysis and perturbation solution of an SEIR epidemic model
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- New results on static output feedback \(H_{\infty }\) control for fuzzy singularly perturbed systems: a linear matrix inequality approach
- The exact slow-fast decomposition of the algebraic Ricatti equation of singularly perturbed systems
- Solution of the singularly perturbed matrix difference Riccati equation
- The recursive reduced-order numerical solution of the singularly perturbed matrix differential Riccati equation
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