DocumentCode
856303
Title
LQG homing in two dimensions
Author
Lefebvre, M.
Author_Institution
Ecole Polytechnique de Montreal, Montreal, Canada
Volume
32
Issue
7
fYear
1987
fDate
7/1/1987 12:00:00 AM
Firstpage
639
Lastpage
641
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1987.1104677
Filename
1104677
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