aSchool of Electrical Engineering and Computer Science, The University of Newcastle, Callaghan, NSW 2308, Australia;bDepartment of Electrical Engineering, Technion-Israel Institute of Technology, Technion City, Haifa 32000, Israel
Abstract:
This paper addresses the problem of optimal control of constrained linear systems when fast sampling rates are utilised. We show that there exists a well-defined limit as the sampling rate increases. An immediate consequence of this result is the existence of a finite sampling period such that the achieved performance is arbitrarily close to the limiting performance.