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A new design approach for solving linear quadratic nash games of multiparameter singularly perturbed systems

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1 Author(s)
Hiroaki Mukaidani, ; Graduate Sch. of Educ., Hiroshima Univ., Higashi-Hiroshima, Japan

In this paper, the linear quadratic Nash games for infinite horizon nonstandard multiparameter singularly perturbed systems (MSPS) without the nonsingularity assumption that is needed for the existing result are discussed. The new strategies are obtained by solving the generalized cross-coupled multiparameter algebraic Riccati equations (GCMARE). Firstly, the asymptotic expansions for the GCMARE are newly established. The main result in this paper is that the proposed algorithm which is based on the Newton's method for solving the GCMARE guarantees the quadratic convergence. In fact, the simulation results show that the proposed algorithm succeed in improving the convergence rate dramatically compared with the previous results. It is also shown that the resulting controller achieves O(||μ||2n) approximation of the optimal cost.

Published in:

Circuits and Systems I: Regular Papers, IEEE Transactions on  (Volume:52 ,  Issue: 5 )

Date of Publication:

May 2005

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