Recursive algorithm for the optimal static output feedback control problem of linear weakly-coupled systems

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Abstract
A recursive algorithm is developed for solving the algebraic equations comprising the solution of the optimal static output feedback control problem of linear weakly-coupled systems. The proposed algorithm is very efficient from the numerical point of view, since only low-order systems are involved in algebraic calculations and the required solution can easily be obtained up to an arbitrary order of accuracy, that is 0(ε2k ), where ε is a small weak-coupling parameter. The real-world example demonstrates the effectiveness of the proposed reduced-order algorithm and its advantages over the global full-order algorithm.