The singular linear quadratic Gaussian control problem
نویسنده
چکیده
In this paper we discuss the standard LQG control problem for linear, finite-dimensional time-invariant systems without any assumptions on the system parameters. We give an explicit formula for the infimum over all internally stabilizing strictly proper compensators and give a characterization when the infimum is attained.
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تاریخ انتشار 2017