STOCHASTIC OUTPUT-FEEDBACK CONTROL OF QUASI-WEAKLY COUPLED LINEAR DISCRETE-SYSTEMS

The static output feedback control problem for discrete linear quasiwe akly coupled stochastic systems is studied. A parallel reduced-order a lgorithm, is developed and is very efficient, since the algorithm deco mposes a high order system into a low order system. The low order syst em is represented by six Lyapunov equations which may be solved parall el to reduced computational time. The required solution can be easily obtained up to an arbitrary order of accuracy, O(epsilon(k)), where ep silon is a small weak coupling parameter, and k represents the number of iterations. The efficiency of the proposed method is demonstrated o n two real aircraft examples which possess the quasi-weakly coupled st ructure under the assumption of the prescribed degree of stability.