OPTIMAL OUTPUT-FEEDBACK CONTROL OF DISCRETE LINEAR, SINGULARLY PERTURBED, STOCHASTIC-SYSTEMS

The static output feedback control problem for discrete linear, singularly perturbed, stochastic systems is studied. A recursive algorithm is presented to solve the corresponding coupled non-linear algebraic equations. The algorithm removes the ill-conditioning by decomposing the higher order equations into lower order equations and develops a technique which enables us to obtain an arbitrary accuracy, that is, O(epsilon(j)) (j = 1, 2, 3, ...) approximation for this problem. A numerical example is presented to support the theoretical results.