Sampled data hereditary systems: Linear quadratic theory

Sampling is introduced as a way to study control and estimation questions for the linear hereditary (delay) systems. Special emphasis is given to the formulation of the quadratic cost (discrete-time version) and the possibility of computer implementation of the control algorithm. The simplifying assumption for computer implementation is that the control value is to remain constant between the sampling times. The techniques of optimization associated with dynamic programming then provide the recurrence relationships from which the feedback gains of the controller can be determined.