Stabilisation of a class of stochastic bilinear interconnected systems by suboptimal decentralised feedback controls

摘要

A computationally simple method has been suggested for decentralised stabilisation of a class of stochastic bilinear interconnected systems by optimal feedback controls at subsystem levels, appropriately designated "Sub-optimal DecentralisedFeedback Control". The proposed method makes use of an aggregation-decomposition technique based on algebraic Riccati eqations. The method has been illustrated through a numerical example of the stochastic bilinear interconnected system consisting ofthree subsystems, each of second order.