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线性二次型高斯问题
释义
线性二次型高斯问题
Encyclopedia
理学
最优控制
释
linear quadratic Gaussian problem
线性二次型高斯问题
受控系统是线性的，待极小化的性能指标是控制过程和状态过程的二次泛函。称所谓线性二次（linear-quadratic; LQ）。线性二次型高斯问题，即系统状态假定是可直接量测的，相应LQ问题的最优解正是系统状态的线性函数，而反馈增益矩阵可通过里卡蒂微分/差分方程的解表示出来。LQG问题（linear quadratic Gaussian problem）是带有高斯噪声输出反馈形式的LQ问题。
Mathematics
linear quadratic Gaussian problem
线性二次型高斯问题
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简称“LQG问题”
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