The recursive algorithm for the optimal static output feedback control problem of linear weakly coupled systems

Abstract

A recursive algorithm is developed for solving the algebraic equations comprising the solution of the optimal static output feedback control problem of weakly coupled systems. The proposed algorithm is very efficient from the numerical point of view, since only low-order systems are involved in algebraic calculations and the required solution can be easily obtained up to an arbitrary order of accuracy, O( epsilon /sup 2k/), where epsilon is a small weak coupling parameter.<>