TY - GEN
T1 - Formulas for discrete time LQR, LQG, LEQG and minimax LQG optimal control problems
AU - Ainikkal, Shaiju Johny
AU - Petersen, Ian Richard
PY - 2008
Y1 - 2008
N2 - The purpose of this paper is to provide a unified presentation of the formulas arising in the discrete-time finite-horizon linear Linear Quadratic Regulator problem, the Linear Quadratic Gaussian problem, the Linear Exponential of Quadratic Gaussian problem, and the minimax Linear Quadratic Gaussian problem. For these classes of optimal control problems, the paper presents formulas for optimal policies and optimal cost. This allows for a comparison between these different optimal control problems.
AB - The purpose of this paper is to provide a unified presentation of the formulas arising in the discrete-time finite-horizon linear Linear Quadratic Regulator problem, the Linear Quadratic Gaussian problem, the Linear Exponential of Quadratic Gaussian problem, and the minimax Linear Quadratic Gaussian problem. For these classes of optimal control problems, the paper presents formulas for optimal policies and optimal cost. This allows for a comparison between these different optimal control problems.
KW - Optimal control theory
KW - Robust controller synthesis
KW - Stochastic optimal control problems
UR - https://www.scopus.com/pages/publications/79961017825
U2 - 10.3182/20080706-5-KR-1001.0648
DO - 10.3182/20080706-5-KR-1001.0648
M3 - Conference Paper
AN - SCOPUS:79961017825
SN - 9783902661005
T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)
BT - Proceedings of the 17th World Congress, International Federation of Automatic Control, IFAC
T2 - 17th World Congress, International Federation of Automatic Control, IFAC
Y2 - 6 July 2008 through 11 July 2008
ER -