Generalized Linear Quadratic Control

Author(s)
Gattami, Ather Said
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Abstract
We consider the problem of stochastic finite- and infinite-horizon linear quadratic control under power constraints. The calculations of the optimal control law can be done off-line as in the classical linear quadratic Gaussian control theory using dynamic programming, which turns out to be a special case of the new theory developed in this technical note. A numerical example is solved using the new methods.
Date issued
2010-01
URI
http://hdl.handle.net/1721.1/70982
Department
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Journal
IEEE Transactions on Automatic Control
Publisher
Institute of Electrical and Electronics Engineers
Citation
Gattami, A. “Generalized Linear Quadratic Control.” IEEE Transactions on Automatic Control 55.1 (2010): 131–136. Web. © 2010 IEEE.
Version: Final published version
Other identifiers
INSPEC Accession Number: 11055098
ISSN
0018-9286
1558-2523
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