An investigation of the intersample variance for linear stochastic control

The effects of sampled-data control on continuous-time linear stochastic systems are considered. The state covariance will vary during the sampling periods. Algorithms to compute this time-varying matrix are given. Due to this time variation an averaged value of the covariance matrix is also introduced. The intersample variance is investigated for some typical process models using different control strategies. The influences of sampling period, different types of disturbance and parameter variations are also considered.