Sensing and actuation strategies for event triggered stochastic optimal control

Abstract

The problem of optimal control for first order stochastic systems with a quadratic performance index over a finite horizon is studied. The performance of three messaging policies for sensing combined with two hold circuits for actuation is compared based on optimization over the parameters of event detection and feedback control. The sampling rules include deterministic sampling (DS), level-crossing sampling (LCS) and optimal sampling (OS), and the hold circuits include zero order hold (ZOH) and generalized hold (GH). The general results are established that level-crossing sampling performs more effectively than deterministic sampling and generalized hold outperforms zero order hold.