On a Stochastic Control Method for Weakly Coupled Linear Systems.
Abstract
The stochastic control of two weakly coupled linear systems with different controllers is considered. Each controller only makes measurements about his own system; no information about the other system is assumed to be available. Based on the noisy measurements, the controllers are to generate independently suitable control policies which minimize a quadratic cost functional. To account for the effects of weak coupling directly, an approximate model, which involves replacing the influence of one system on the other by a white noise process is proposed. Simple suboptimal control problem for calculating the covariance of these noises is solved using the matrix minimum principle. The overall system performance based on this scheme is analysed as a function of the degree of intersystem coupling. The results are compared to those obtained using complete centralization and the Separation Theorem. Tradeoffs between the various approaches are discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1972
- Accession Number
- AD0746050
Entities
People
- Raymond Hon-sing Kwong
Organizations
- Massachusetts Institute of Technology