Decentralized controller design of interconnected systems with H-infinity and variance constraints

The problem of disturbance attenuation and covariance assignment for an interconnected system using decentralized controls is addressed. We solve the H-infinity and variance constraints using the Riccati equation approach. To achieve the specified upper boundaries of disturbance attenuation and state covariance, a condition which ensures the existence of local controllers is derived. The entire, set of state covariances which may be assigned to each subsystem by local state feedback is characterized and all corresponding local state feedback controllers are derived. Complete solutions to the decentralized controller design of interconnected systems with H-infinity and variance constraints are achieved merely by iteratively solving a set of local algebraic Riccati equations.