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

This paper studies the 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 unknown switching process. When the sampled step is small, adaptive estimation algorithm is derived and integrated with sampled feedback for control design. Moreover, there is little difference between conventional whole process state based LQ control and sampled data based LQ control, and the upper bound of error is obtained in this paper.