Abstract:In this paper, a novel decentralised control framework based on
decentralised fully probabilistic design (DFPD) is proposed for a class
of stochastic dynamic complex systems with multiple multiplicative
noises. Compared with the existing conventional DFPD, the new procedure
is improved by modifying the Riccati equation in order to deal with
multiple multiplicative noises. Considering the stochastic nature of
complex systems, the systems’ dynamical behaviours are fully
charaterised by probabilistic state-space … Show more
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