This paper solves the digital stationary optimal control problem in the case of linear stochastic continuoustime systems, long-term average integral criteria, complete state information and where the sampling periods are independent identically distributed stochastic variables, using the notions of
Sampled-data H∞ optimal control of time-varying systems
✍ Scribed by H.T. Toivonen
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 309 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0005-1098
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✦ Synopsis
Alntmet--The sampled-data H® optimal control problem is studied for time-varying systems. The problem consists of finding all sampled-data controllers with a piece-wise constant control signal for which the L2-induced norm from the continuous-time disturbance to the continuous-time output is less than a specified bound. A game theoretic approach is used to obtain a complete solution to the problem in the finite-horizon, time-varying case. The solution involves a mixed discrete/continuous Riccati equation, and a variable transformation which takes the problem to a standard discrete finite-dimensional H~ filtering problem.
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