Design of sub-optimal regulators for the large-scale stochastic system with time-scale separation properties

여러 시간스케일로 분리 가능한 대규모 스토캐스틱 시스템의 준 최적 조정기의 설계

This paper presents a procedure for the time-scale separation and a design method for the sub-optimal composite regulator and Kalman filter of the large-scale discrete stochastic system with two time-scale properties. Provided that the fast sub-system is asymptotically stable, the reduced-order regulator and Kalman filter for the slow sub-system with dominant modes is designed as a sub-optimal regulator for the system.