Right Nilpotent Interactor Matrix and its Application to Multivariable Stochastic Control

Abstract

This paper concerns stochastic control of a linear multivariable system having a general delay structure. A new characterization of the delay structure of a multivariable system (the right nilpotent interactor matrix) and an algorithm for its calculation are introduced. This interactor matrix is employed in the development of the stochastic controller which minimizes separately the variance of the tracking error for each system output.