Optimal projection equations
In control theory, optimal projection equations constitute necessary and sufficient conditions for a locally optimal reduced-order LQG controller. The linear-quadratic-Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, incomplete state information (i.e. not all the state variables are measured and available for feedback) also disturbed by additive white Gaussian noise and quadratic costs. Moreover, the solution is unique and constitutes a linear dynamic feedback control law that is easily computed and implemented. Finally the LQG controller is also fundamental to the optimal perturbation control of non-linear systems.
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Optimal projection equations
In control theory, optimal projection equations constitute necessary and sufficient conditions for a locally optimal reduced-order LQG controller. The linear-quadratic-Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, incomplete state information (i.e. not all the state variables are measured and available for feedback) also disturbed by additive white Gaussian noise and quadratic costs. Moreover, the solution is unique and constitutes a linear dynamic feedback control law that is easily computed and implemented. Finally the LQG controller is also fundamental to the optimal perturbation control of non-linear systems.
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In control theory, optimal pro ...... optimal projection equations.
@en
最佳投影方程(optimal projection equa ...... 唯一。不過可以找到數值分析的演算法來求解對應的最佳投影方程。
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In control theory, optimal pro ...... control of non-linear systems.
@en
最佳投影方程(optimal projection equa ...... 唯一。不過可以找到數值分析的演算法來求解對應的最佳投影方程。
@zh
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Optimal projection equations
@en
最佳投影方程
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