2008IFAC Proceedings VolumesRequires access

Formulas for Discrete Time LQR, LQG, LEQG and Minimax LQG Optimal Control Problems

A. J. Shaiju, Ian R. Petersen

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Key concepts: Linear-quadratic-Gaussian control, Linear-quadratic regulator, Optimal control, Optimal projection equations, Minimax, Mathematics, Control theory (sociology), Mathematical optimization

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