
doi: 10.1109/9.847124
The multimodeling structure is defined by a linear dynamical system that has one slow and two fast subsystems: \[ \begin{aligned} \dot x_0(t)&= A_{00}x_0(t) + A_{01}x_1(t) + A_{02}x_2(t) +B_{01}u_1(t)+B_{02}u_2(t),\\ \varepsilon_1\dot x_1(t)&=A_{10}x_0(t) + A_{11}x_1(t) +\varepsilon_3A_{12}x_2(t) +B_{11}u_1(t)+\varepsilon_3B_{12}u_2(t),\\ \varepsilon_2\dot x_2(t)&=A_{20}x_0(t) +\varepsilon_3A_{21}x_1(t) + A_{22}x_2(t) +\varepsilon_3B_{21}u_1(t)+B_{22}u_2(t),\end{aligned} \] where \(x_0\in \mathbb R^{n_0}\) represents slow state variables; \(x_1\in \mathbb R^{n_1}\), \(x_2\in \mathbb R^{n_2}\) are fast state variables; \(u_1\in \mathbb R^{m_1}\), \(u_2\in \mathbb R^{m_2}\) are control inputs; \(\varepsilon_3\) is a small weak coupling parameter; \(\varepsilon_1\) and \(\varepsilon_2\) are small positive singular perturbation parameters of the same order of magnitude. The quadratic performance criterion has to be minimized by the proper choice of the control variable \(u_1(t)\) and \(u_2(t)\). The authors propose a method for the exact decomposition of the optimal control such that the optimal solution is obtained in terms of reduced-order nonsymmetric one pure-slow and two pure-fast algebraic Riccati equations for which the Newton method is perfectly suited. This proposed approach is conceptually simpler and numerically more efficient than the ones previously used.
optimal control, Newton's method, Time-scale analysis and singular perturbations in control/observation systems, Linear systems in control theory, Linear-quadratic optimal control problems, linear systems, singular perturbations, algebraic Riccati equation, Computational methods in systems theory, multimodeling
optimal control, Newton's method, Time-scale analysis and singular perturbations in control/observation systems, Linear systems in control theory, Linear-quadratic optimal control problems, linear systems, singular perturbations, algebraic Riccati equation, Computational methods in systems theory, multimodeling
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