弱結合マルチチャネル確率システムのための<i>H</i><sub>2</sub>静的出力フィードバック制御系設計

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タイトル別名
  • Design of <i>H</i><sub>2</sub> Static Output Feedback Control for Weakly Coupled Multi-channel Stochastic Systems
  • ジャク ケツゴウ マルチチャネル カクリツ システム ノ タメ ノ H ₂ セイテキ シュツリョク フィードバック セイギョケイ セッケイ

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This paper investigates a design of decentralized H2 static output feedback control for multi-channel linear time-invariant stochastic systems governed by Itô's differential equation. Necessary and sufficient conditions based on cross-coupled stochastic algebraic Riccati equations (CSAREs) for the existence of the strategy set are derived. In order to prove the usefulness of the proposed methodology, the extension to weakly-coupled large-scale stochastic systems is also considered. It is shown that the parameter-independent strategy set can be designed by solving the reduced-order stochastic algebraic Riccati equations (SAREs). Furthermore, as a novel contribution, the degradation of H2 norm for the closed-loop stochastic systems by means of the parameter independent strategy set is discussed. A numerical example is given to demonstrate the useful feature obtained.

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