Abstract
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, 0(ej) (j = 1, 2, 3, …)a approximation for this problem. A numerical example is presented to support the theoretical results. Communicated by Professor A. A. Ioannou.
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