Control of deterministic and stochastic systems with several small parameters - A survey

The past three decades of research on multiparametric singularly perturbed systems are reviewed, including recent results. Particular attention is paid to stability analysis, control, filtering problems and dynamic games. First, a parameter-independent design methodology is summarized, which employs a two-time-scale and descriptor system approach without information on the small parameters. Further, variational computational algorithms are included to avoid ill-conditioned systems : the exact slow-fast decomposition method, the recursive algorithm and Newton's method are considered in particular. Convergence results are presented and the existence and uniqueness of the solutions are discussed. Second, the new results obtained via the stochastic approach are presented. Finally, the results of a simulation of a practical power system are presented to validate the efficiency of the considered design methods.