Sampled-data and discrete-time H2 optimal control

H.L. Trentelman, A.A. Stoorvogel

Research output: Contribution to journalArticleAcademicpeer-review

32 Citations (Scopus)
138 Downloads (Pure)

Abstract

This paper deals with the sampled-data $H_2$ optimal control problem. Given a linear time-invariant continuous-time system, the problem of minimizing the $H_2$ performance over all sampled-data controllers with a fixed sampling period can be reduced to a pure discrete-time $H_2$ optimal control problem. This discrete-time $H_2$ problem is always singular. Motivated by this, in this paper we give a treatment of the discrete-time $H_2$ optimal control problem in its full generality. The results we obtain are then applied to the singular discrete-time $H_2$ problem arising from the sampled-data $H_2$ problem. In particular, we give conditions for the existence of optimal sampled data controllers. We also show that the $H_2$ performance of a continuous-time controller can always be recovered asymptotically by choosing the sampling period sufficiently small. Finally, we show that the optimal sampled-data $H_2$ performance converges to the continuous-time optimal $H_2$ performance as the sampling period converges to zero.
Original languageEnglish
Pages (from-to)834-862
Number of pages29
JournalSIAM Journal on Control and Optimization
Volume33
Issue number3
DOIs
Publication statusPublished - 1995

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