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IEEE Transactions on Automatic Control
Article . 2000 . Peer-reviewed
License: IEEE Copyright
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article . 2000
Data sources: zbMATH Open
DBLP
Article . 2000
Data sources: DBLP
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Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems

Authors: Cyril Coumarbatch; Zoran Gajic;

Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems

Abstract

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.

Related Organizations
Keywords

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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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
18
Average
Top 10%
Top 10%
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