Commenced in January 2007
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Orthogonal Functions Approach to LQG Control

Authors: Sanjeeb Kumar Kar, B. M. Mohan

Abstract:

In this paper a unified approach via block-pulse functions (BPFs) or shifted Legendre polynomials (SLPs) is presented to solve the linear-quadratic-Gaussian (LQG) control problem. Also a recursive algorithm is proposed to solve the above problem via BPFs. By using the elegant operational properties of orthogonal functions (BPFs or SLPs) these computationally attractive algorithms are developed. To demonstrate the validity of the proposed approaches a numerical example is included.

Keywords: Orthogonal Functions, linear quadratic regulator, Linear quadratic Gaussian control, linear quadratic estimator, time-invariant systems, block-pulse functions, shifted legendre polynomials

Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1063258

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