Mean and variance of the LQG cost function (Q259452)
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scientific article; zbMATH DE number 6554382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean and variance of the LQG cost function |
scientific article; zbMATH DE number 6554382 |
Statements
Mean and variance of the LQG cost function (English)
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11 March 2016
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linear systems
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linear quadratic regulators
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LQG control
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Lyapunov equation
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probability density function
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matrix algebra
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