Discrete time LQG controls with control dependent noise
نویسندگان
چکیده
منابع مشابه
Discrete time LQG controls with control dependent noise
This paper presents some studies on partially observed linear quadratic Gaussian (LQG) models where the stochastic disturbances depend on both the states and the controls, and the measurements are bilinear in the noise and the states=controls. While the Separation Theorem of standard LQG design does not apply, suboptimal linear state estimate feedback controllers are derived based on certain li...
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ژورنال
عنوان ژورنال: Systems & Control Letters
سال: 1999
ISSN: 0167-6911
DOI: 10.1016/s0167-6911(98)00092-9