Optimal reduced-order solution of the weakly coupled discrete Riccati equation

The optimal solution of the weakly coupled algebraic discrete Riccati equation is obtained in terms of a reduced-order continuous-type algebraic Riccati equation via the use of a bilinear transformation. The proposed method has a rate of convergence of O( epsilon /sup 2/) where epsilon represents a small coupling parameter. A real-world physical example (a chemical plant model) demonstrates the efficiency of the proposed method. Simulation results obtained using a package for a computer-aided control system are presented. For this specific real-world example, the algorithm perfectly matches the presented theory, since convergence, with an accuracy of 10/sup -4/, is achieved after nine iterations (i.e., 0.68/sup 18/=10/sup -4/).<
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