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Asymptotic Analysis and Solution of a Finite-Horizon H ∞ Control Problem for Singularly-Perturbed Linear Systems with Small State Delay

V.Y. Glizer
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V.Y. Glizer: Technion-Israel Institute of Technology

Journal of Optimization Theory and Applications, 2003, vol. 117, issue 2, No 4, 295-325

Abstract: Abstract A finite-horizon H ∞ state-feedback control problem for singularly-perturbed linear time-dependent systems with a small state delay is considered. Two approaches to the asymptotic analysis and solution of this problem are proposed. In the first approach, an asymptotic solution of the singularly-perturbed system of functional-differential equations of Riccati type, associated with the original H ∞ problem by the sufficient conditions of the existence of its solution, is constructed. Based on this asymptotic solution, conditions for the existence of a solution of the original H ∞ problem, independent of the small parameter of singular perturbations, are derived. A simplified controller with parameter-independent gain matrices, solving the original H ∞ problem for all sufficiently small values of this parameter, is obtained. In the second approach, the original H ∞ problem is decomposed into two lower-dimensional parameter-independent H ∞ subproblems, the reduced-order (slow) and the boundary-layer (fast) subproblems; controllers solving these subproblems are constructed. Based on these controllers, a composite controller is derived, which solves the original H ∞ problem for all sufficiently small values of the singular perturbation parameter. An illustrative example is presented.

Keywords: H ∞ control; state delay; singular perturbations; functional-differential equations of Riccati type; asymptotic solutions; simplified controllers; reduced-order and boundary-layer H ∞ subproblems; composite controller (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1023631706975

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