Optimal discrete-time control system with cost for observation.pdfVIP

IEEE TRAXSACTIOXS OX A4UTOMATICCONTROL, VOL. AC-14, KO. 2, A P R I L 1969 165 Optimal Discrete-Time Control Systemwith Cost for Observation 31ASANAO ,40KI, MEMBER, IEEE, AND Abstract-The problem of how to select the total number and paper, the observat.ion at time i, if available, is incor- the spacings of the observations optimally when a constant cost is porated in t.he control t,ime at time i. This difference in incurred for each observation taken is discussed. Approximate ex- the manner of synthesizing the feedba.ck control gener- pressions for the criterion function with a fixed number of observa- tions are obtained andare used to determine the optimal total ally causes slightlylargerobservationintervals in our number of observations. For a class of multidimensional systems results. Sensitivihy analysis of the opt.ima1 spacings of with a dominant eigenvalue, the problem is shown to reduce to that observa.tions with respect t.o the noise st,atistics and the for scalar systems. Detailed discussion is then carried out for scalar statistics of the initial st.ate randomvect.or is a.lsocarried systems including some sensitivity study. out in this paperfor sca.lar cont,rol systems. I. IKTRODUCTION 11. PROBLEMSTATEMENT CONSIDER a class of dynamic systems whose state Consider a control system governed by vect,ors are governed by a deterministic difference ~ (+i1) = Az(i) +Bu(i), i = O,1,2,. ..,h7 - 1 (1) equation. T