Linear-quadratic optimal sampled-data control problems: Convergence result and Riccati theory

@article{Bourdin2017LinearquadraticOS,
  title={Linear-quadratic optimal sampled-data control problems: Convergence result and Riccati theory},
  author={Lo{\"i}c Bourdin and Emmanuel Tr{\'e}lat},
  journal={Automatica},
  year={2017},
  volume={79},
  pages={273-281}
}
We consider a general linear control system and a general quadratic cost, where the state evolves continuously in time and the control is sampled, i.e., is piecewise constant over a subdivision of the time interval. This is the framework of a linear-quadratic optimal sampleddata control problem. As a first result, we prove that, as the sampling periods tend to zero, the optimal sampled-data controls converge pointwise to the optimal permanent control. Then, we extend the classical Riccati… CONTINUE READING