Inter-sample behaviour as measured by continuous-time quadratic criteria

Abstract

The effects of sampled-data control on linear stochastic systems are considered. A simplified formulation of the continuous-time linear quadratic criterion is presented. The sampled version of this performance function can be obtained by solving just one integral. It is also shown how the explicit value of the criterion can be calculated for an arbitrary controller. Finally, it is demonstrated that the optimization of a continuous-time and a discrete-time criterion sometimes gives a different closed- loop performance.