Design of stochastic discrete-time linear optimal regulator

Methods of designing optimal digital regulators for randomly distributed single input/single output linear systems with time delay are presented. The approach forms an extension to minimum variance and single stage cost function design and provides a link between them using state-space theory. Two state-space models, referred as implicit and explicit delay forms, are considered and their relationships with the standard single stage cost function design are established. Computational procedures and comparison between the state-space designs are provided.