Singular perturbation approach is presented to study systems which are
subject to random parameters. A near-optimum state regulator is compo
sed of two subsystem regulators, slow and fast regulators, with the ma
trix coefficients obtained from two reduced-order independent suboptim
al control problems. Conditions for complete separation of slow and fa
st regulator designs are given. A recursive algorithm is given for the
regulator design with random parameters. It is shown that the composi
te feedback control is O(epsilon) close to the optimal one, which yiel
ds an O(epsilon(2)) approximation of optimal performance.