Stationary optimal control of stochastically sampled continuous-time systems

DOI10.1016/0005-1098(88)90009-XzbMath0629.93077MaRDI QIDQ1094384

Willem L. de Koning

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

continuous-timestochastic samplingdigital stationary optimal controllinear stochastic continuous-time systemsmean-square detectabilitymean-square stabilizability

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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Parametrization of all linear compensators for discrete-time stochastic parameter systems ⋮ Optimal control of the wafer temperatures in diffusion/LPCVD reactors ⋮ Approximate models for continuous-time linear systems with sampling jitter

Cites Work

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• Infinite horizon optimal control of linear discrete time systems with stochastic parameters
• Stability analysis of randomly sampled digital control systems
• Detectability of linear discrete-time systems with stochastic parameters
• Equivalent discrete optimal control problem for randomly sampled digital control systems
• On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
• Mathematical Description of Linear Dynamical Systems
• Almost Sure Boundedness of Randomly Sampled Systems
• On the behaviour of optimal linear sampled-data regulators†

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