Multirate input linear quadratic Gaussian controller for linear time-invariant systems with computation delay

This paper presents an approach towards designing multirate input linear quadratic Gaussian controllers (MRILQG) for sampled-data control on continuous-time linear stochastic system where there exists a delay in the control action. The optimal control with quadratic criterion function is defined for this control problem. The state-space representation of the multirate system with time-delay is formulated and the associated discretized cost function derived based on the underlying continuous-time model. A disk drive system is used to illustrate the ideas presented