Title :
LQG homing in two dimensions
Author_Institution :
Ecole Polytechnique de Montreal, Montreal, Canada
fDate :
7/1/1987 12:00:00 AM
Abstract :
In this note we consider the problem of the optimal control of a set of two independent Gaussian white noises, first in the upper half-plane and then in the first quadrant. In both cases the objective is to leave the continuation region, either as soon as possible or through the origin, depending on the form of the cost function.
Keywords :
Linear quadratic Gaussian (LQG) control; Multidimensional (n-D) system; Ambient intelligence; Boundary conditions; Circuits; Cost function; Filtering theory; Linear systems; Optimal control; State-space methods; Sufficient conditions; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1987.1104677
