Paper Info
Title
Multirate LQG control of continuous-time stochastic systems
Abstract
The LQG problem for stochastic continuous-time 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. This improves on previous contributions, where optimal control schemes were proposed without addressing existence and/or stability issues. The possibility of incorporating an integral action within the optimal LQG regulator is also briefly discussed.
Year
DOI
Venue
1995
10.1016/0005-1098(95)98488-R
Automatica
Keywords
Field
DocType
multirate lqg control,continuous-time stochastic system,linear optimization,cost function,control system,discrete time,sampled data systems,optimal control
Regulator,Mathematical optimization,Optimal control,Linear-quadratic-Gaussian control,Control theory,Optimal projection equations,Input/output,Control system,Periodic graph (geometry),Linear-quadratic regulator,Mathematics
Journal
Volume
Issue
ISSN
31
4
0005-1098
Citations 
PageRank 
References 
10
1.18
2
Authors
2
Name
Order
Citations
PageRank
P. Colaneri19420.76
G. de Nicolao224654.53