Linear-quadratic optimal sampled-data control problems: convergence result and Riccati theory
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Publication:2409358
Abstract: We consider a general linear control system and a general quadratic cost, where the state evolves continuously in time and the control is sampled, i.e., is piecewise constant over a subdivision of the time interval. This is the framework of a linear-quadratic optimal sampled-data control problem. As a first result, we prove that, as the sampling periods tend to zero, the optimal sampled-data controls converge pointwise to the optimal permanent control. Then, we extend the classical Riccati theory to the sampled-data control framework, by developing two different approaches: the first one uses a recently established version of the Pontryagin maximum principle for optimal sampled-data control problems, and the second one uses an adequate version of the dynamic programming principle. In turn, we obtain a closed-loop expression for optimal sampled-data controls of linear-quadratic problems.
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Cited in
(15)- Time optimal sampled-data controls for the heat equation
- On the sampled-data linear quadratic tracking problem
- Optimal sampled-data controls with running inequality state constraints: Pontryagin maximum principle and bouncing trajectory phenomenon
- Robustness under control sampling of reachability in fixed time for nonlinear control systems
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- Feedback stabilizability of cyber-physical systems for stochastic linear-quadratic control of sampled-data systems
- Stochastic optimal control for sampled-data system under stochastic sampling
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