Pole placement and order reduction in two-time-scale control systems through Riccati iteration

A transformation of variables taken from singular perturbations may be applied to two-time-scale linear systems in state space form to reduce the system to block-diagonal form with slow and fast modes decoupled. The transformation is easily computed by applying the new Riccati iteration. The iteration yields a solution to the nonsymmetric algebraic Riccati equation obtained by partitioning the original system matrix A. The numerical procedure is initiated with the trivial iterate L(0) = 0, and is globally convergent to the desired unique time scale decoupling solution. After transformation, the decoupled system may be used in controller design to achieve exact closed loop pole placement in the slow subsystem without altering the poles of the fast subsystem. The decoupled form may also be used to reduce system order by wetting a small parameter to zero. Provided the fast subsystem is stable, the order reduction can be expected to yield a good approximation to the original system. These methods are demonstrated using the 16th order linear model of a turbofan engine.