Infinite Horizon Optimal LQG Control of Interconnected Systems With Application to Multiarea Power Systems

This article studies the infinite horizon optimal linear quadratic Gaussian control problem (OLCP) of interconnected systems (ISs) with output feedback. The IS is defined over a directed graph, in which the nodes represent subsystems, and the edges represent the communication channels. Because the information transmission time is nonnegligible, we assume that the information traveling across an edge in the graph needs a fixed time. Under the abovementioned setup, the OLCP of ISs with output feedback has not been well solved in the literature. In this article, we establish an optimal control framework for the OLCP of ISs with output feedback based on orthogonal decomposition and recursive calculation. In particular, a stabilized controller is explicitly designed. A model is developed to construct the optimal gains of the controller. Moreover, an algorithm is exploited for the realization of the designed optimal controller. Finally, the proposed methods are applied to multiarea power systems. The simulations illustrate the effectiveness of the proposed results.