Optimal Control of Linear Nonstandard Singularly Perturbed Discrete Systems

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6 Citations (Scopus)


This paper introduces the definition of the nonstandard linear discrete-time singularly perturbed system and then shows how to solve the corresponding linear-quadratic optimal control problem since the methodology that exists in the literature for the solution of the standard singularly perturbed discrete linear-quadratic optimal control problem can not be extended to the corresponding nonstandard counterpart. The solution of the optimal control problem is obtained in terms of the pure-slow and pure-fast, reduced-order, continuous-time, algebraic Riccati equations. An example is included to illustrate the efficiency of the proposed method.

Original languageEnglish
Pages (from-to)163-174
Number of pages12
JournalDynamics of Continuous, Discrete and Impulsive Systems Series B: Application and Algorithm
Issue number2
Publication statusPublished - 2002 Jun


  • Optimal control
  • Order reduction
  • Parallel computation
  • Riccati equation
  • Singular perturbation

ASJC Scopus subject areas

  • Discrete Mathematics and Combinatorics
  • Applied Mathematics


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