# An algorithm for solving the singularly perturbedH∞algebraic Riccati equation

- Authors
- Journal
- Computers & Mathematics with Applications 0898-1221
- Publisher
- Elsevier
- Publication Date
- Volume
- 36
- Issue
- 5
- Identifiers
- DOI: 10.1016/s0898-1221(98)00151-5
- Keywords
- Disciplines

## Abstract

Abstract The algebraic Riccati equation of singularly perturbed H ∞ linear-quadratic optimal control problems is decoupled into two completely independent, reduced-order, pure-slow, and pure-fast H ∞ algebraic Riccati equations. Even though the algebraic Riccati equations obtained are nonsymmetric, they are efficiently solved in terms of Lyapunov iterations by using the Newton method. The presented algorithm can be used for H ∞ parallel filtering and regulation of systems displaying two-time scale dynamics.

## There are no comments yet on this publication. Be the first to share your thoughts.