Quadratic programming in the statistical design of sampled-data control systems

Quadratic programming is applied to the statistical design of sampled-data feedback control systems with finite impulse response time. Given a fixed plant, quadratic programming is used to determine the compensator which minimizes the mean-square sampled error subject to a set of constraints. The system inputs are described in terms of sampled values from autocorrelation functions. A variety of constraints can be employed, including constraints which characterize the closed-loop response of the system to deterministic inputs.