MULTIRATE LQG CONTROL OF CONTINUOUS-TIME STOCHASTIC-SYSTEMS

The LQG problem for stochastic continuous-time systems subject to mult irate sampling of both input and output variables is considered. By re stating the problem as a discrete-time periodic LQG problem, a suffici ent condition for the existence of an optimal stabilizing regulator is given in terms of the structural properties of the original system an d the cost function. This improves on previous contributions, where op timal control schemes were proposed without addressing existence and/o r stability issues. The possibility of incorporating an integral actio n within the optimal LQG regulator is also briefly discussed.