PARAMETER SCALING AND WELL-POSEDNESS OF STOCHASTIC SINGULARLY PERTURBED CONTROL SYSTEMS.

H. K. Khalil*, A. H. Haddad, G. L. Blankenship

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

In stochastic singularly perturbed control systems the meaning of the fast variable is not always clear due to the idealized white-noise model. In this paper the linear quadratic stochastic control problem for a singularly perturbed system is reformulated by using appropriate parameter scalings which are fractional powers of the perturbation parameter. The regions of these parameters are determined so that the variables in both time-scales are well-defined, resulting in a meaningful two time-scale near-optimal solution.

Original languageEnglish
Pages (from-to)407-411
Number of pages5
Journal[No source information available]
StatePublished - 1800

ASJC Scopus subject areas

  • Engineering(all)

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