Optimality analysis of adaptive sampled control of hybrid systems with quadratic index

This note is concerned with the sampled-data based linear quadratic (LQ) adaptive control of continuous-time systems with unknown Markov jump parameters. A parameter estimator and a control design method are given. It is shown that when the sample step size is small, the sampled-data based adaptive control is suboptimal under LQ index. The result is illustrated by a simulation example.