Periodic regulators with incomplete and noisy measurements
S. Bittanti, Patrizio Colaneri, Giuseppe De Nicolao · 1990
An attempt is made to provide a consistent LQG (linear quadratic Gaussian) theory for periodic systems. This is accomplished by first solving the periodic LQ problem in the deterministic and stochastic contexts. Continuous-time systems are then addressed, although a parallel derivation also applies to the discrete-time case.>