Abstract
An on-line multilevel suboptimal control proced-are is developed in this paper for large-scale time-invariant discrete linear systems with arbitrary input and measurement disturbances, and a quadratic performance criterion. The procedure employs upper-level intervention through interaction estimates and goal modifications for the purpose of modifying lower-level, subsystem optimization phoblems. Individual controls are applied and the resulting output is estimated by a Kaiman Type filter. The performance information is fed back to the. upper level unit and a reference control is used to up-date. the. intervention variables over a sequence of time instants. From simulation studies it was found that the overall performance cost for systems using this on-line multilevel control procedure is within ±10% of the performance cost resulting from a conventional overall optimal control policy.
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