1st Edition

Optimal Control Of Singularly Perturbed Linear Systems And Applications

By Zoran Gajic Copyright 2001

    Highlights the Hamiltonian approach to singularly perturbed linear optimal control systems. Develops parallel algorithms in independent slow and fast time scales for solving various optimal linear control and filtering problems in standard and nonstandard singularly perturbed systems, continuous- and discrete-time, deterministic and stochastic, mul

    Preface, 1 Introduction, 2 Continuous-Tim Linear Optimal Control Systems, 3 Discrete-Time Linear Optimal Control Systems, 4 Optimal Control and Filtering of Multimodeling Structures, 5 H? Optimal Control and Filtering, 6 High Gain, Cheap Control, and Small Noise Problems, 7 Eigenvector Approach for Slow-Fast Decoupling, 8 Additional Topics, 9 Concluding Remarks

    Biography

    Zoran Gajic