Unified approach to linear quadratic regulator with time-scale property

A method for decomposition of unified (continuous/discrete) linear quadratic regulator with two‐time‐scale property is presented. The composite and the reduced‐order controls are formulated in standard unified domain. By appropriate transformations, it is shown that the results of continuous‐time (CT) and discrete‐ time (DT) obtained previously using two separate techniques, can be obtained by this single unified technique. With this method, there is no need to consider two‐time scale systems in continuous and the discrete domains separately. This paper also presents some numerical examples to illustrate the theoretical results. Copyright © 2001 John Wiley & Sons, Ltd.