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Stochastic analysis and control of real-time systems with random time delays. (English) Zbl 0908.93073
The authors analyse linear random systems with linear control taking into account random time delays both between the sensor and the controller and between the controller and the actuator. The delays can be observed and their probability distribution is assumed to be known. Under a few additional hypotheses the authors derive optimal controls for a corresponding LQG problem. They provide an example which shows how their solution performs in comparison with other (suboptimal) controls proposed in the literature.

MSC:
93E20 Optimal stochastic control
93C83 Control/observation systems involving computers (process control, etc.)
93C57 Sampled-data control/observation systems
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