Optimal Sampled-Data Control with Stochastic Sampling Intervals
Takakazu Ishimatsu, Akira MOHRI, Masaru TAKATA · Transactions of the Society of Instrument and Control Engineers · 1978
In this paper we consider the optimal sampled-data control with stochastic sampling intervals. The admissible control considered here is of a zero-order hold type.Introducing an augmented system, we obtain the optimal control law which is implemented by a linear state feedback. In case each interval has a general distribution, the feedback gain is obtained by troublesome computation. But in case the distribution is exponential, the feedback gain is obtained more easily. The most practical result is that of the steady case, where the freedback gain is constant.A numerical example is given for a system whose sampling intervals are uniformly distributed.