Recursive Approach to High Gain and Cheap Control Problems
In the first part of this chapter we present a parallel synchronous reduced order algorithms for solving the algebraic Riccati equation corresponding to both the high gain feedback and cheap control optimal problems. In the subsequent sections, we study the open-loop optimal control problem and the problem of the complete decomposition of the algebraic cheap high gain Riccati equation into the reduced-order pure-slow and pure-fast Riccati equations.
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