Abstract

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 ΔT is small, so is the index difference. In addition, the upper bounds of the differences are also presented, which areO(ΔT 2) andO(ΔT), respectively.

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