| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 697918 | Automatica | 2009 | 8 Pages |
Abstract
This paper is aimed at deriving an explicit formula for the optimal cost for discrete-time linear exponential-of-quadratic Gaussian (LEQG) control problems. We make direct calculations for the general case with cross terms in the cost and noise covariance matrices using an information-state approach.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
A.J. Shaiju, I.R. Petersen,