Local State Covariance Assignment for Stochastic Large-Scale Systems

Abstract

Based on the concept of variable structure control, this paper investigates the local state covariance assignment problem for stochastic large-scale systems. By using the invariance property of variable structure systems, the interconnection terms with matching condition will disappear on the sliding mode. With the aid of Ito-formula, the hitting controller of each subsystem is derived. Combining the sliding phase and hitting phase of the system design, the local feedback gain matrix Gi for each subsystem is obtained to achieve the local state covariance assignment.