Highlights the Hamiltonian approach to singularly perturbed linear optimal control systems. Develops parallel algorithms in independent slow and fast time scales for solving various optimal linear control and filtering problems in standard and nonstandard singularly perturbed systems, continuous- and discrete-time, deterministic and stochastic, multimodeling structures, Kalman filtering, sampled data systems, and much more.
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"[The authors] implement a number of useful variations on their approach. A resourceful reader should be designing controllers in a matter of days. [C]hapters are self-contained. Who should own this book? Undoubtedly, any serious researcher in the area of optimal control of singularly perturbed systems. The rest of us would benefit from consulting it while attempting to design such a controller." - Automatica, Vol. 39, 2003 ." . .a valuable guide to the state of the art in engineering oriented control theory." ---Mathematical Reviews
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