Subsystem-level optimal control of weakly coupled linear stochastic systems composed of N subsystems
✍ Scribed by Myo-Taeg Lim; Zoran Gajic
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 156 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0143-2087
No coin nor oath required. For personal study only.
✦ Synopsis
In this paper we introduce a transformation for the exact closed-loop decomposition of the optimal control and Kalman "ltering tasks of linear weakly coupled stochastic systems composed of N subsystems. In addition to having obtained N completely independent reduced-order subsystem Kalman "lters working in parallel, we have obtained the exact solution of the algebraic regulator and "lter Riccati equations in terms of the solutions of the corresponding reduced-order subsystem algebraic Riccati equations. The introduced transformation produces a lot of savings especially for on-line computations since it allows parallel processing of information with lower-order-dimensional Kalman "lters. The methodology presented is applied to a 17th-order cold-rolling mill.