Approximate parallel controllers for discrete stochastic weakly coupled linear systems
Xuemin Shen, Zoran Gajić · Optimal Control Applications and Methods · 1990
Abstract The global Kalman filter of linear weakly coupled discrete systems is exactly decomposed into separate reduced‐order local filters via the use of a decoupling transformation. The approximate parallel controllers, up to an arbitrary degree of accuracy, are derived by approximating coefficients of the optimal control law. The proposed method allows parallel processing of information and reduces both off‐line and on‐line computational requirements. A real‐world example demonstrates the efficiency of the proposed method.