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

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  • V.Y. Glizer

    (Technion-Israel Institute of Technology)

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.

Suggested Citation

  • V.Y. Glizer, 2003. "Asymptotic Analysis and Solution of a Finite-Horizon H ∞ Control Problem for Singularly-Perturbed Linear Systems with Small State Delay," Journal of Optimization Theory and Applications, Springer, vol. 117(2), pages 295-325, May.
  • Handle: RePEc:spr:joptap:v:117:y:2003:i:2:d:10.1023_a:1023631706975
    DOI: 10.1023/A:1023631706975
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    References listed on IDEAS

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    1. V. Y. Glizer, 2000. "Asymptotic Solution of a Boundary-Value Problem for Linear Singularly-Perturbed Functional Differential Equations Arising in Optimal Control Theory," Journal of Optimization Theory and Applications, Springer, vol. 106(2), pages 309-335, August.
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    Cited by:

    1. Chen, Shu-Bo & Soradi-Zeid, Samaneh & Dutta, Hemen & Mesrizadeh, Mehdi & Jahanshahi, Hadi & Chu, Yu-Ming, 2021. "Reproducing kernel Hilbert space method for nonlinear second order singularly perturbed boundary value problems with time-delay," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    2. V. Subburayan & N. Ramanujam, 2013. "An Initial Value Technique for Singularly Perturbed Convection–Diffusion Problems with a Negative Shift," Journal of Optimization Theory and Applications, Springer, vol. 158(1), pages 234-250, July.

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