Sampled-data-based LQ control of stochastic linear continuous-time systems

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	Sampled-data-based LQ control of stochastic linear continuous-time systems
	Yao, LL; Zhang, JF
	2002-10-01
发表期刊	SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES
ISSN	1009-2757
卷号	45 期号:5 页码:383-396
摘要	Sampled-data (SD) based linear quadratic (LQ) control problem of stochastic linear continuous-time (LCT) systems is discussed. Two types of systems are involved. One is time-invariant and the other is time-varying. In addition to stability analysis of the closed-loop systems, the index difference between SD-based LQ control and conventional LQ control is investigated. It is shown that when sample time AT is small, so is the index difference. In addition, the upper bounds of the differences are also presented, which are O(DeltaT(2)) and O(DeltaT), respectively.
关键词	stochastic system sampled-data-based control time-varying parameter LQ index
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Information Systems
WOS记录号	WOS:000178449900006
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17331
专题	系统科学研究所
通讯作者	Zhang, JF
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Yao, LL,Zhang, JF. Sampled-data-based LQ control of stochastic linear continuous-time systems[J]. SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES,2002,45(5):383-396.
APA	Yao, LL,&Zhang, JF.(2002).Sampled-data-based LQ control of stochastic linear continuous-time systems.SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES,45(5),383-396.
MLA	Yao, LL,et al."Sampled-data-based LQ control of stochastic linear continuous-time systems".SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES 45.5(2002):383-396.