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Stationary optimal control of stochastically sampled continuous-time systems

โœ Scribed by W.L. de Koning

Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
329 KB
Volume
24
Category
Article
ISSN
0005-1098

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โœฆ Synopsis

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 mean-square stabilizability and mean-square detectability.

It is shown that stochastic sampling may increase or restore stabilizability and may decrease or destroy stability if the presence of stochastic sampling is not taken into account in the determination of the optimal controller.

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