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- Optimal_projection_equations abstract "In control theory, optimal projection equations constitute necessary and sufficient conditions for a locally optimal reduced-order LQG controller.The Linear-Quadratic-Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, incomplete state information (i.e. not all the state variables are measured and available for feedback) also disturbed by additive white Gaussian noise and quadratic costs. Moreover the solution is unique and constitutes a linear dynamic feedback control law that is easily computed and implemented. Finally the LQG controller is also fundamental to the optimal perturbation control of non-linear systems.The LQG controller itself is a dynamic system like the system it controls. Both systems have the same state dimension. Therefore implementing the LQG controller may be problematic if the dimension of the system state is large. The reduced-order LQG problem (fixed-order LQG problem) overcomes this by fixing a-priori the number of states of the LQG controller. This problem is more difficult to solve because it is no longer separable. Also the solution is no longer unique. Despite these facts numerical algorithms are available to solve the associated optimal projection equations.".
- Optimal_projection_equations wikiPageID "17295260".
- Optimal_projection_equations wikiPageLength "14757".
- Optimal_projection_equations wikiPageOutDegree "17".
- Optimal_projection_equations wikiPageRevisionID "663668159".
- Optimal_projection_equations wikiPageWikiLink Additive_white_Gaussian_noise.
- Optimal_projection_equations wikiPageWikiLink Category:Control_theory.
- Optimal_projection_equations wikiPageWikiLink Category:Optimal_control.
- Optimal_projection_equations wikiPageWikiLink Category:Stochastic_control.
- Optimal_projection_equations wikiPageWikiLink Control_theory.
- Optimal_projection_equations wikiPageWikiLink Cost_functional.
- Optimal_projection_equations wikiPageWikiLink Drazin_inverse.
- Optimal_projection_equations wikiPageWikiLink Linear-quadratic-Gaussian_control.
- Optimal_projection_equations wikiPageWikiLink Linear_system.
- Optimal_projection_equations wikiPageWikiLink Mathematical_optimization.
- Optimal_projection_equations wikiPageWikiLink Moore-Penrose_pseudoinverse.
- Optimal_projection_equations wikiPageWikiLink Moore–Penrose_pseudoinverse.
- Optimal_projection_equations wikiPageWikiLink Necessary_and_sufficient_conditions.
- Optimal_projection_equations wikiPageWikiLink Necessity_and_sufficiency.
- Optimal_projection_equations wikiPageWikiLink Optimal_control.
- Optimal_projection_equations wikiPageWikiLinkText "Optimal projection equations".
- Optimal_projection_equations wikiPageWikiLinkText "optimal projection equations".
- Optimal_projection_equations hasPhotoCollection Optimal_projection_equations.
- Optimal_projection_equations subject Category:Control_theory.
- Optimal_projection_equations subject Category:Optimal_control.
- Optimal_projection_equations subject Category:Stochastic_control.
- Optimal_projection_equations type Process.
- Optimal_projection_equations comment "In control theory, optimal projection equations constitute necessary and sufficient conditions for a locally optimal reduced-order LQG controller.The Linear-Quadratic-Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, incomplete state information (i.e.".
- Optimal_projection_equations label "Optimal projection equations".
- Optimal_projection_equations sameAs m.043kkfm.
- Optimal_projection_equations sameAs Q7098948.
- Optimal_projection_equations sameAs Q7098948.
- Optimal_projection_equations wasDerivedFrom Optimal_projection_equations?oldid=663668159.
- Optimal_projection_equations isPrimaryTopicOf Optimal_projection_equations.