Date: 27 Sep 2005

On the structure of the control subsystem for stochastic distributed parameter systems

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The results on the optimal allocation of controllers for discrete-time systems have been extended to the continuous-time case. The synthesis of the feedback controllers has been carried out, while minimizing a quadratic error phis control energy measure of performance. Using the direct method, the orriginal problem has been reduced to that of solving a set of easily computable algebraic equations in the expanion coefficients of the control. The optimal locations of the controllers have been determined using a MGA. The gradients can be calculated analytically or numerically. To illustrate this point, the gradients have been analytically computed for the case of the allocation of one controller in a diffusion process.