Optimal control for large-scale singularly perturbed systems

A large-scale interconnected linear shift-invariant discrete-time system possessing the two-time-scale property is considered. A near-optimal solution is found using singular perturbation theory. The controllers for local subsystems are designed such that not only a given cost functional for each local subsystem is minimized but also the sensitivity of the interconnected system with respect to an uncertain parameter is reduced.<
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