FINITE-TIME DISTURBANCE ATTENUATION CONTROL PROBLEM FOR SINGULARLY PERTURBED DISCRETE-TIME-SYSTEMS

In this paper, we consider the problem of finite-time H-infinity-optim al control of linear, singularly perturbed, discrete-time systems. The problem is addressed from the game theoretic approach, This leads to a singularly perturbed, matrix Riccati difference equation, the soluti on of which is given in terms of an outer series solution, and a bound ary-layer correction series solution. We show that the disturbance att enuation level achieved by the singular perturbation method, compared to the full-order solution, depends on the order of approximation. The theory is illustrated by considering two examples. (C) 1998 John Wile y & Sons, Ltd.