Abstract
Dynamic sampling utilizes the option of varying the sampling rates according to the situation of the systems, thus obtaining procedures with improved efficiencies. In this paper, the technique is applied to a typical problem in optimal control theory, that of tracking and controlling the position of an object. It is shown that the dynamic sampling results in a significantly improved procedure for this case, even when applying a suboptimal policy which can be analyzed in closed form.
| Original language | English |
|---|---|
| Pages (from-to) | 565-580 |
| Number of pages | 16 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 95 |
| Issue number | 3 |
| DOIs | |
| State | Published - Dec 1997 |
Keywords
- Brownian motion
- Diffusion processes
- Dynamic sampling
- Observers
- Optimal control