Computer-aided Design of Multivariable Stochastic Control Systems with A-Priori Prescribed Dynamical Properties

Abstract

This paper presents a comouter-aided procedure for designing multi variable controllers which simultaneously achieve a variety of desired design goals in stochastic, unity feedback, linear multivariable systems. The multivariable control system simultaneously ensures: 1)decoupling closed-loop design using linear estimation state variable feedback in combination with feedforward compensator, 2)complete and arbitrary closed-loop pole placement which implies desirea transient performance as Well as closed-loop stability, 3) steady-state output rejection of nondecreasing deterministic part of stochastic disturbances with non-zero mean values, and 4) optimal steady-state estimation of plant's state vector using Kalnan filter. In the design procedure the polynomial matrix approach in s-domain is used. The overall multivariable stochastic control problem is divided into two equivalent problems: stochastic state kalman filtering ana deterministic control of the state estimation and output feedback. The consiaerations are illustrated by a numerical example for simplified version of the ship possitionnig control system.