Abstract
Time-weighted quadratic performance indices are evaluated for discrete and sampled-data linear systems. An evaluation in simple form is presented for discrete systems using a direct method based on manipulating the matrix infinite series. The result obtained is applied to sampled-data systems in which the performance index is given by the integral of continuous-data errors. It is shown that the result for sampled-data systems leads to the result for continuous systems when the sampling period approaches zero.
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