Some results about the optimal LQG tracking problem

DOI10.1080/00207170110049864zbMath1018.93032OpenAlexW2131370043MaRDI QIDQ3151425

Daniela Iacoviello, Carlo Bruni

Publication date: 16 October 2002

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170110049864

zbMATH Keywords

state estimationwell-posednessminimum cost functionoptimal LQG tracking

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15)

Related Items (3)

Transcale control for a class of discrete stochastic systems based on wavelet packet decomposition ⋮ A rigorous solution of the infinite time interval LQ problem with constant state tracking ⋮ Online optimal tracking control of continuous-time linear systems with unknown dynamics by using adaptive dynamic programming

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