Multirate LQG control of continuous-time stochastic systems (Q1893025)

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scientific article; zbMATH DE number 768874
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    Multirate LQG control of continuous-time stochastic systems
    scientific article; zbMATH DE number 768874

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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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