Stochastic H2-Optimal Controller Design for Sampled-Data Systems with Random Sampled Measurement—-—

Abstract

The aim of this paper is to design a stochastic H₂ optimal state feedback controller for sampled-data systems with random sampled measurements, in which the time domain is decomposed into a finite set of N disjoint random intervals of the form (t_i, t_i+1]. Here, we assume that a complete state observation is taken at each random instant t_i, 0 ≤ t_i ≤ N - 1 and consider the general situation that the increment intervals are independent, identically distributed random variables (i.i.d.r.v.s) with Erlang probabilistic distribution (type K). The simulation results show that the optimal control obtained from designing is applicable to both random and equally spaced sampling case. Simulaneously the more K value increases, the more optimal control law approaches the standard optimal control law of sampled-data systems.