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

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1 Author(s)
H. Mukaidani ; Graduate School of Education, Hiroshima University, 1-1-1 Kagamiyama, Higashi-Hiroshima 739-8524, Japan

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.

Published in:

IET Control Theory & Applications  (Volume:5 ,  Issue: 17 )