Mean and variance of the LQG cost function

HJ Bijl, JW van Wingerden, TB Schon, M Verhaegen

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
Original languageEnglish
Pages (from-to)216-223
JournalAutomatica
Volume67
DOIs
Publication statusPublished - 2016

Keywords

  • Linear systems
  • Linear quadratic regulators
  • LQG control
  • Lyapunov equation
  • Probability density function
  • Matrix algebra

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