We consider the de~:erministic, the full observation and the partial observation LQG optimal control problems with finitely many IQ (integral quadratic!) constraints, and show that Wohnam's famous Separation Theorem for stochastic control has a generalization to this case. Although the problems of f
Separation theorem for linearly constrained LQG optimal control
โ Scribed by Andrew E.B. Lim; John B. Moore; Leonid Faybusovich
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 466 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0167-6911
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