Accession Number : AD0738313

Title :   On Stochastic Control System DesigN Methods for Weakly Coupled Large Scale Linear Systems,

Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s) : Kwong,Raymond ; Chong,Chee-Yee ; Athans,Michael

Report Date : DEC 1971

Pagination or Media Count : 41

Abstract : The paper considers the problem of decentralized control of two weakly coupled linear stochastic systems, using quadratic performance indices. The basic idea is to have each controller control independently his own system, based upon noisy measurements of his own output. To compensate for the effects of weak coupling upon the resultant performance, fake white plant noise is introduced to each system. The appropriate intensity of the fake plant noise is obtained through the solution of an offline deterministic matrix optimal control problem. The effects of this design method upon the overall system performance are analyzed as a function of the degree of intersystem coupling. (Author)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, LINEAR SYSTEMS, DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS), WHITE NOISE, NUMERICAL ANALYSIS, OPTIMIZATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE