General orthogonal polynomials approximation of the linear-quadratic-gaussian control design

DOI10.1080/00207178608933576zbMath0586.93069OpenAlexW2061878413WikidataQ126244766 ScholiaQ126244766MaRDI QIDQ3713972

Yih-Fong Chang, Tsu-Tian Lee

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00207178608933576

zbMATH Keywords

orthogonal polynomial approximationlinear-quadratic-Gaussian control

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear systems in control theory (93C05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Optimal stochastic control (93E20) Classical operational calculus (44A45)

Related Items (1)

Polynomials for the states and control of control systems with time delay

Cites Work

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• Chebyshev series approach to system identification, analysis and optimal control
• Laguerre functions in signal analysis and parameter identification
• The special functions and their approximations. Vol. I, II
• Analysis and optimal control of time-varying systems via Chebyshev polynomials
• Parameter identification via Laguerre polynomials
• Parameter identification via shifted Legendre polynomials
• Design of piecewise constant gains for optimal control via Walsh functions
• Solution of state-space equations via block-pulse functions

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