Stochastic Pareto near-optimal strategy for weakly-coupled large-scale systems with imperfect local state measurements
Stochastic Pareto near-optimal strategy for weakly-coupled large-scale systems with imperfect local state measurements
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DOI：
10.1109/cdc.2008.4738714
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发表时间：
2008-12
期刊：
影响因子：
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通讯作者：
H. Mukaidani;Hua Xu
中科院分区：
文献类型：
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作者：
H. Mukaidani;Hua Xu
本文研究了一类具有状态相关噪声的弱耦合大规模系统的无限水平随机帕累托最优静态输出反馈控制问题。给出了保证系统指数均方稳定（EMSS）并最小化成本函数的控制器存在的必要条件，这些条件与交叉耦合随机代数 Riccati 方程（CSARE）的解相关。在分析了 CSARE 解的渐近结构后，我们将构造一个参数独立的 Pareto 近最优控制器。我们还将提出一种新的顺序数值算法来求解降阶 CSARE。将解决实际兆瓦频率控制问题的数值示例，以显示所提出算法的效率。
This paper is concerned with the infinite horizon stochastic Pareto-optimal static output feedback control problem for a class of weakly-coupled large-scale systems with state-dependent noise. Necessary conditions, which are related with the solutions of the cross-coupled stochastic algebraic Riccati equations (CSAREs), are given for the existence of a controller that guarantees exponentially mean square stable (EMSS) of the system and minimizes a cost function. After analyzing the asymptotic structure for the solutions of the CSAREs, we will construct a parameter independent Pareto near-optimal controller. We will also propose a new sequential numerical algorithm for solving the reduced-order CSAREs. A numerical example for a practical megawatt-frequency control problem will be solved to show the efficiency of the proposed algorithm.