Multirate LQG control of continuous-time stochastic systems (Q1893025)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multirate LQG control of continuous-time stochastic systems |
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Multirate LQG control of continuous-time stochastic systems (English)
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3 July 1995
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Optimal control of continuous-time stochastic systems subject to multirate sampling of both input and output variables is considered. By restating the problem as a discrete-time periodic LQG problem, a sufficient condition for the existence of an optimal stabilizing regulator is given in terms of the structural properties of the original system and the cost function.
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periodic systems
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linear control
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optimal filtering
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optimal control
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multirate sampling
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discrete-time
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