Orthogonal Functions Approach To Lqg Control

B. M. Mohan, Sanjeeb Kumar Kar
2012 Zenodo  
In this paper a unified approach via block-pulse functions (BPFs) or shifted Legendre polynomials (SLPs) is presented to solve the linear-quadratic-Gaussian (LQG) control problem. Also a recursive algorithm is proposed to solve the above problem via BPFs. By using the elegant operational properties of orthogonal functions (BPFs or SLPs) these computationally attractive algorithms are developed. To demonstrate the validity of the proposed approaches a numerical example is included.
doi:10.5281/zenodo.1063258 fatcat:phvlx7mqbvcgfktacihhfnuoxa