Precise integration method for LQG optimal measurement feedback control problem (Q5932100): Difference between revisions
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Revision as of 23:41, 4 March 2024
scientific article; zbMATH DE number 1595243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise integration method for LQG optimal measurement feedback control problem |
scientific article; zbMATH DE number 1595243 |
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Precise integration method for LQG optimal measurement feedback control problem (English)
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10 March 2002
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Using a precise integration method, the numerical solution of a linear-quadratic Gaussian (LQG) optimal control problem is considered. The described algorithms are not only appropriate for solving the two-point boundary-value problem and the corresponding Riccati differential equation, but also may be used to obtain the estimated state from the time-varying differential equations. Numerical examples illustrate the high precision and effectiveness of the algorithm, however, the results of calculations are given in the form of plots which are not very legible.
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linear-quadratic Gaussian optimal control
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integration method
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numerical solution
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