Sensitivity analysis of singularly perturbed systems

A new variational approach is described to compute singular sensitivity functions of finite dimensional systems with respect to changes in system structure. The reduced nominal model and its adjoint system are used to define singular sensitivity functions. A relation between the present method and singularly perturbed optimal control theory is established. It is shown that the present variational approach gives a computationally effective method in singular sensitivity analysis. The method is applied to singularly perturbed linear ordinary differential equations and singular optimal control problem.