Abstract
This paper investigates a design of decentralized H2 static output feedback control for multi-channel linear time-invariant stochastic systems governed by Itô's differential equation. Necessary and sufficient conditions based on cross-coupled stochastic algebraic Riccati equations (CSAREs) for the existence of the strategy set are derived. In order to prove the usefulness of the proposed methodology, the extension to weakly-coupled large-scale stochastic systems is also considered. It is shown that the parameter-independent strategy set can be designed by solving the reduced-order stochastic algebraic Riccati equations (SAREs). Furthermore, as a novel contribution, the degradation of H2 norm for the closed-loop stochastic systems by means of the parameter independent strategy set is discussed. A numerical example is given to demonstrate the useful feature obtained.
