Multirate LQG control of continuous-time stochastic systems
type: Item
instance of: scholarly article
title: Multirate LQG control of continuous-time stochastic systems
zbMATH Open document ID: 0827.93068
DOI: 10.1016/0005-1098(95)98488-R
published in: Automatica
publication date: 1995-07-03T00:00:00Z
review text: 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.
reviewed by: D. Jarušková
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C57
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 768874
zbMATH Keywords: periodic systems
zbMATH Keywords: linear control
zbMATH Keywords: optimal filtering
zbMATH Keywords: optimal control
zbMATH Keywords: multirate sampling
zbMATH Keywords: discrete-time
author: Patrizio Colaneri
author: Giuseppe De Nicolao
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 768874