Cf. Cheng, DECENTRALIZED CONTROLLER-DESIGN OF INTERCONNECTED SYSTEMS WITH H-INFINITY AND VARIANCE CONSTRAINTS, JSME international journal. Series C, dynamics, control, robotics, design and manufacturing, 40(1), 1997, pp. 60-64
The problem of disturbance attenuation and covariance assignment for a
n interconnected system using decentralized controls is addressed. We
solve the H-infinity and variance constraints using the Riccati equati
on approach. To achieve the specified upper boundaries of disturbance
attenuation and state covariance, a condition which ensures the existe
nce of local controllers is derived. The entire, set of state covarian
ces which may be assigned to each subsystem by local state feedback is
characterized and all corresponding local state feedback controllers
are derived. Complete solutions to the decentralized controller design
of interconnected systems with H-infinity and variance constraints ar
e achieved merely by iteratively solving a set of local algebraic Ricc
ati equations.