Title of article :
A formula for the optimal cost in the general discrete-time LEQG problem
Author/Authors :
A.J. Shaiju، نويسنده , , A.J. and Petersen، نويسنده , , I.R.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
This paper is aimed at deriving an explicit formula for the optimal cost for discrete-time linear exponential-of-quadratic Gaussian (LEQG) control problems. We make direct calculations for the general case with cross terms in the cost and noise covariance matrices using an information-state approach.
Keywords :
Linear optimal control , Discrete-time systems , Optimal Estimation , Quadratic performance indices , Dynamic output feedback control , Dynamic programming
Journal title :
Automatica
Journal title :
Automatica
