Decoupling Stochastic Systems under Plant and Controller Parameter Variation

This paper presents an algorithm for decoupling a stochastic system which has parameter variation in the plant as well as the controller. The compensator is based upon a constant or dynamic output feedback structure. By minimizing a performance measure incorporating trajectory sensitivity and optimal tracking, a controller is constructed which decouples the system in spite of noise and parameter variation. An example is presented to illustrate the approach.