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ID 30799
file
creator
Xu, Hua
Dragan, Vasile
subject
weakly coupled large-scale systems
stochastic systems
linear matrix inequality (LMI)
Lagrange multiplier method
NDC
Technology. Engineering
abstract
In this study, the authors investigate the infinite-horizon linear quadratic control involving state-and control-dependent noise in weakly coupled large-scale systems. In contrast to the existing results, they allow the control and state weighting matrices in the cost function to be indefinite. After establishing an asymptotic structure for the solutions of the stochastic algebraic Riccati equation (SARE), a weak coupling parameter-independent control is provided. Moreover, by solving the reduced-order linear matrix inequality (LMI), they can easily obtain the proposed control without using any numerical algorithms. As a result, although the small positive weak coupling parameter that connects the other subsystems is very small or unknown, it is possible to compute the desired controller. Finally, the extension of the result of the study to the static output feedback control problem is discussed by considering the Lagrange multiplier method.
journal title
IET Control Theory & Applications
volume
Volume 4
issue
Issue 9
start page
1849
end page
1858
date of issued
2010-09
publisher
The Institution of Engineering and Technology - The IET
issn
1751-8644
ncid
publisher doi
language
eng
nii type
Journal Article
HU type
Journal Articles
DCMI type
text
format
application/pdf
text version
author
rights
Copyright (c) 2010 Institution of Engineering and Technology
relation url
department
Graduate School of Education