This report is meant as a supplement or an extension to the material used in connection to or after the courses Stochastic Adaptive Control (02421) and Static and Dynamic Optimization (02711) given at the department Department of Informatics and Mathematical Modelling, The Technical University of Denmark. The focus in this paper is control of a continuous time system by means of a digital control. In this context the control signal can only change at sample instants and is constant between samples. The cost function do include the variations of output between samples.
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