Linear Quadratic Optimal Sampled-Data Control of Linear Continuous Switched Systems with Stochastic Disturbance

This paper studies the linear quadratic (LQ) optimal control problem of sampled-data based control of linear continuous switched systems with stochastic disturbance. The system under consideration is assumed to experience model switching consistently with known switching process. When the sampled time Delta T is small, there is little difference between conventional whole process state based LQ control and sampled data based LQ control. It is shown that the upper bound of error is O(Delta T-2). Validation and verification of the established result are conducted through cruise control of train system.