Series Introduction; Preface; Contents; Introduction; Continuous-Time Linear Optimal Control Systems; Discrete-Time Linear Optimal Control Systems; Optimal Control and Filtering of Multimodeling Structures; H infinity Optimal Control and Filtering; High Gain, Cheap Control, and Small Noise Problems; Eigenvector Approach for Slow-Fast Decoupling; Additional Topics; Concluding Remarks; Index.
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SUMMARY OR ABSTRACT
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Highlighing the Hamiltonian approach to singularly perturbed linear optimal control systems, this volume develops parallel algorithms in independent slow and fast time scales to solve various optimal linear control and filtering problems.
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Title
Optimal control of singularly perturbed linear systems and applications.