Some results about the optimal LQG tracking problem Export

@article{Bruni_01, abstract = {The optimal LQG tracking problem is studied both for available and for unavailable state and reference, assuming that the last variable is the addition of a known deterministic component and of a random noise component. In both cases the optimal solution exists, is unique, and the optimal control is a suitable affine function of the current state and reference variable (when they are available) or of the corresponding optimal estimates (when they are not available). The minimum cost function is expressed in closed form.}, author = {Bruni, C. and Iacoviello, D.}, citeulike-article-id = {2503814}, citeulike-linkout-0 = {http://dx.doi.org/10.1080/00207170110049864}, doi = {10.1080/00207170110049864}, journal = {International Journal of Control}, keywords = {lqg\_lqr, optimal\_control}, number = {10}, pages = {977--987}, posted-at = {2009-05-12 04:24:26}, priority = {2}, publisher = {Taylor \& Francis}, title = {Some results about the optimal LQG tracking problem}, url = {http://dx.doi.org/10.1080/00207170110049864}, volume = {74}, year = {2001} }

TY - JOUR ID - Bruni_01 L3 - citeulike-article-id:2503814 N2 - The optimal LQG tracking problem is studied both for available and for unavailable state and reference, assuming that the last variable is the addition of a known deterministic component and of a random noise component. In both cases the optimal solution exists, is unique, and the optimal control is a suitable affine function of the current state and reference variable (when they are available) or of the corresponding optimal estimates (when they are not available). The minimum cost function is expressed in closed form. IS - 10 JF - International Journal of Control EP - 987 TI - Some results about the optimal LQG tracking problem PB - Taylor & Francis VL - 74 SP - 977 KW - lqg_lqr KW - optimal_control AU - Bruni, C AU - Iacoviello, D PY - 2001/// UR - http://dx.doi.org/10.1080/00207170110049864 ER -