By Cornelius T. Leondes
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Example text
Dx ' Oi is Oi ijs (159b) 51 MULTIMODELING AND STOCHASTIC DECISION PROBLEMS w h e re + S . ( t ' i: + K . ( t ) / ■LJ b t K .. (t) in s G = —( Α λ α \ - 00 i, [ t j , T ) B 0 A s P k S (T ) k - 1, t j +1) , Bn . r T 1 b ' . S . Oi is Oi is 2, j i G A i s ( 3> k f Θ, (1 5 9 c ) (t))'K .. + 1 ) , (1 3 8 ). Π s (t ) I * s = A00 ns + r k, j G Θ, e q u a tio n s tr a n s itio n Eqs. and 2 th e R ic c a ti s ta te s a tis fy r =1 [t^ s a tis fy re s p e c tiv e ly . and G k (1 5 9 a ) m a tr ic e s (1 3 7 e ) Ψ 3 (ΐ, F u rth e rm o re , and (1 3 7 f), τ) , t_ (j) S = τ ) ' n _ (t.
KHALIL, A. H. HADDAD, and G. BLANKENSHIP, "Parameter Scaling and Well-Posedness of Stochastic Singularly Per turbed Control Systems," Proc. 12th Asilomar Conference on Circuits, Systems and Computers (1978). 10. 11. P. V. KOKOTOVIC, "A Riccati Equation for Block-Diagonalization of Ill-conditioned Systems," IEEE Trans. Automatic Control AC-20, 812-814 (1975). P. V. KOKOTOVIC, "Subsystems, Time-Scales and Multimodeling," Automatica 17, 797-804 (1981). 12. P. V. KOKOTOVIC, B. AVRAMOVIC, J. H. CHOW, and J.
87 . 91 . 92 . 93 . 94 . 96 . 99 . 104 . 105 . 106 . . . . . . . . . . 109 110 117 119 122 Copyright © 1986 by Academic Press, Inc. 59 All rights of reproduction in any form reserved.
