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ID 30799
本文ファイル
著者
Xu, Hua
Dragan, Vasile
キーワード
weakly coupled large-scale systems
stochastic systems
linear matrix inequality (LMI)
Lagrange multiplier method
NDC
技術・工学
抄録(英)
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.
掲載誌名
IET Control Theory & Applications
4巻
9号
開始ページ
1849
終了ページ
1858
出版年月日
2010-09
出版者
The Institution of Engineering and Technology - The IET
ISSN
1751-8644
NCID
出版者DOI
言語
英語
NII資源タイプ
学術雑誌論文
広大資料タイプ
学術雑誌論文
DCMIタイプ
text
フォーマット
application/pdf
著者版フラグ
author
権利情報
Copyright (c) 2010 Institution of Engineering and Technology
関連情報URL
部局名
教育学研究科