• DocumentCode
    1357323
  • Title

    Generalized Linear Quadratic Control

  • Author

    Gattami, Ather

  • Author_Institution
    Lab. for Inf. & Decision Syst., Massachusetts Inst. of Technol., Cambridge, MA, USA
  • Volume
    55
  • Issue
    1
  • fYear
    2010
  • Firstpage
    131
  • Lastpage
    136
  • Abstract
    We consider the problem of stochastic finite- and infinite-horizon linear quadratic control under power constraints. The calculations of the optimal control law can be done off-line as in the classical linear quadratic Gaussian control theory using dynamic programming, which turns out to be a special case of the new theory developed in this technical note. A numerical example is solved using the new methods.
  • Keywords
    dynamic programming; linear quadratic control; stochastic processes; Gaussian control theory; dynamic programming; optimal control law; power constraints; stochastic finite-horizon linear quadratic control; stochastic infinite-horizon linear quadratic control; Channel capacity; Control theory; Distributed control; Dynamic programming; Gaussian channels; Linear feedback control systems; Optimal control; State feedback; Stochastic processes; Symmetric matrices; Linear quadratic control;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2009.2033736
  • Filename
    5353675
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1357323