Linear Quadratic Gaussian

SIAMCO
2000

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Adaptive LQG Control of Input-Output Systems---A Cost-biased Approach

13 years 11 months ago

In this paper, we consider linear systems in input-output form and introduce a new adaptive linear quadratic Gaussian (LQG) control scheme which is shown to be self-optimizing. The...

Maria Prandini, Marco C. Campi

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SIAMCO
2000

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A Twofold Spline Approximation for Finite Horizon LQG Control of Hereditary Systems

13 years 11 months ago

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In this paper an approximation scheme is developed for the solution of the Linear Quadratic Gaussian (LQG) control on a

Alfredo Germani, Costanzo Manes, P. Pepe

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