Optimal open- and closed-loop control of singularly peturbed linear systems

Abstract

A simple method is given to obtain either an approximate open- or closed-loop control or an approximate solution to the linear quadratic fixed and free endpoint optimal control problems. This approximation is valid over the entire time interval, or with further computational reduction, only on the open interval. Emphasis is placed on use of control-oriented hypotheses, practical aspects of implementing the approximate controls, and interpretation of these controls. The approximating design procedure given is illustrated through examples which clarify and demonstrate it.