On the Essential Quadratic Nature of LQG Control-Performance Measure Cumulants.
Abstract
An in depth look at a complete statistical description of linear-quadratic-Gaussian (LQG) performance measures is presented in this paper. The development leads to computationally tractable formulae that form the basis for design performance analysis. The complete statistical description of performance developed here exhibits the essential quadratic nature of the LQG class of systems.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1975
- Accession Number
- ADA016852
Entities
People
- R. C. Hartwig
- S. R. Liberty
Organizations
- Texas Tech University