Optimal control of sampled‐data systems based on an optimized stochastic sampling

Abstract

AbstractThis article addresses the optimal control problem of continuous‐time sampled systems closed by a stochastically sampled controller. A model based on the Poisson Counter processes is proposed to describe the stochastic sampling, while another sampling frequency cost function is developed. As a results, more than one cost function will be considered and more difficult. In order to deal with the optimal control problem, the stability problem is first analyzed, while both the control gain and sampling sequence are given in advance and without optimized. Then, based on the optimized sampling sequence, both finite‐ and infinite‐time nominally optimal controllers are designed respectively. Particularly, sufficient conditions for testing such optimal controllers existing or not are established by applying the above given results. Finally, some numerical examples are offered to verify the effectiveness and superiorities of the methods proposed in this study.