Local feedback Pareto strategy for weakly coupled large-scale discrete-time stochastic systems

Author(s): H. Mukaidani
DOI: 10.1049/iet-cta.2010.0469

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Author(s): H. Mukaidani ¹
- Affiliations: 1: Graduate School of Education, Hiroshima University, Higashi-Hiroshima, Japan
Source: Volume 5, Issue 17, 17 November 2011, p. 2005 – 2014
DOI: 10.1049/iet-cta.2010.0469 , Print ISSN 1751-8644, Online ISSN 1751-8652

In this study, the author discusses a Pareto strategy implemented via state and static output feedback for a class of weakly coupled large-scale discrete-time stochastic systems with state- and control-dependent noise. The asymptotic structure along with the uniqueness and positive semi-definiteness of the solutions of cross-coupled non-linear matrix equations (CNMEs) is newly established via the implicit function theorem. The main contribution of this study is the proposal of a parameter-independent local state and static output feedback Pareto strategy. Moreover, a computational approach for solving the CNMEs is also considered if the information about the small parameter is available. Particularly, a new iterative algorithm based on the linear matrix inequality is established to design a Pareto strategy. Finally, in order to demonstrate the effectiveness of the proposed design method, a numerical example is provided for practical aircraft control problems.

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Local feedback Pareto strategy for weakly coupled large-scale discrete-time stochastic systems

Local feedback Pareto strategy for weakly coupled large-scale discrete-time stochastic systems

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