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