Separation Theorem for Linearly Constrained
نویسندگان
چکیده
We solve the linearly constrained linear-quadratic LQ and linear-quadratic-Gaussian LQG optimal control problems. Closed form expressions of the optimal controls are derived, and the Separation Theorem is generalized.
منابع مشابه
Linearly Constrained Lq and Lqg Optimal Control
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