In control theory, the linear–quadratic–Gaussian (LQG) control problem is one of the most fundamental optimal control problems, and it can also be operated...
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the LQG (linear–quadratic–Gaussian) problem. Like the LQR problem itself, the LQG problem is one of the most fundamental problems in control theory. The...
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closed-loop stability. These are Model Predictive Control (MPC) and linear-quadratic-Gaussian control (LQG). The first can more explicitly take into account...
45 KB (6,747 words) - 10:54, 25 July 2025
a theory of gravity on two-dimensional surfaces Linear–quadratic–Gaussian control, an optimal control problem Large quasar group, a massive collection...
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equations with an analogous quadratic term, which occur in both continuous-time and discrete-time linear-quadratic-Gaussian control. The steady-state (non-dynamic)...
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Kalman filter (category Linear filters)
In statistics and control theory, Kalman filtering (also known as linear quadratic estimation) is an algorithm that uses a series of measurements observed...
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stochastic control is that of linear quadratic Gaussian control. Here the model is linear, the objective function is the expected value of a quadratic form...
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uses linear matrix inequalities and requires fewer assumptions. Blaschke product Hardy space H square H-infinity loop-shaping Linear-quadratic-Gaussian control...
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Separation principle (category Control theory)
separates into a Kalman filter and a linear-quadratic regulator. This is known as linear-quadratic-Gaussian control. More generally, under suitable conditions...
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Multivariate normal distribution (redirect from Multivariate gaussian distribution)
theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional...
65 KB (9,607 words) - 21:52, 1 August 2025
chemistry to form basis sets. Gaussian functions arise by composing the exponential function with a concave quadratic function: f ( x ) = exp ( α x...
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Normal distribution (redirect from Gaussian distribution)
normal. Moreover, Gaussian distributions have some unique properties that are valuable in analytic studies. For instance, any linear combination of a fixed...
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Hamilton–Jacobi–Bellman equation (category Optimal control)
a quadratic form for the value function, we obtain the usual Riccati equation for the Hessian of the value function as is usual for Linear-quadratic-Gaussian...
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Algebraic Riccati equation (category Optimal control)
time-invariant Linear-Quadratic Regulator problem (LQR) as well as that of the infinite horizon time-invariant Linear-Quadratic-Gaussian control problem (LQG)...
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Filtering problem (stochastic processes) (category Control theory)
optimal control problem. For example, the Kalman filter is the estimation part of the optimal control solution to the linear-quadratic-Gaussian control problem...
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increased research in efficient algorithms for Gaussian elimination and matrix decompositions, and linear algebra became an essential tool for modeling...
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Witsenhausen's counterexample (category Control theory)
centralized linear–quadratic–Gaussian control systems—that in a system with linear dynamics, Gaussian disturbance, and quadratic cost, affine (linear) control laws...
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of linear-quadratic-Gaussian control (LQG) control. Other robust techniques includes quantitative feedback theory (QFT), passivity based control, Lyapunov...
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dynamics is a linear differential equation, objective is quadratic Linear-quadratic-Gaussian control (LQG) — system dynamics is a linear SDE with additive...
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Elementary algebra (section Quadratic equations)
be quadratic but linear). Because of this a quadratic equation must contain the term a x 2 {\displaystyle ax^{2}} , which is known as the quadratic term...
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theorem of linear algebra that with more vectors than each vector has entries, a linear dependency always exists. It can be found by Gaussian elimination...
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Regression analysis (section Linear regression)
linear regression; although the expression on the right hand side is quadratic in the independent variable x i {\displaystyle x_{i}} , it is linear in...
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Copula (statistics) (redirect from Gaussian copula model)
applying the Gaussian copula to credit derivatives to be one of the causes of the 2008 financial crisis; see David X. Li § CDOs and Gaussian copula. Despite...
75 KB (9,349 words) - 07:59, 31 July 2025
John Doyle (engineer) (category Control theorists)
interpolation theory and optimal control. Doyle's early work was in the mathematics of robust control, linear-quadratic-Gaussian control robustness, (structured)...
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of this model is the normal linear model, in which y {\displaystyle y} given X {\displaystyle X} is distributed Gaussian. In this model, and under a particular...
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Matrix (mathematics) (section Linear equations)
still in common use is Gaussian elimination. A symmetric real matrix A is called positive-definite if the associated quadratic form f ( x ) = x T A x...
128 KB (15,698 words) - 22:28, 31 July 2025
22266/ijies2019.0630.19. Hendrycks, Dan; Gimpel, Kevin (2016). "Gaussian Error Linear Units (GELUs)". arXiv:1606.08415 [cs.LG]. Cybenko, G. (December...
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Eigenvalues and eigenvectors (category Linear algebra)
Beezer 2006, Theorem EDELI on p. 469; and Lemma for linear independence of eigenvectors By doing Gaussian elimination over formal power series truncated to...
103 KB (13,663 words) - 21:59, 27 July 2025
Jan Camiel Willems (category Control theorists)
called, led to the study of the linear matrix inequality (LMI) in control theory. Applied to linear-quadratic-Gaussian control, the construction of the storage...
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ideals. The quadratic integer rings are helpful to illustrate Euclidean domains. Quadratic integers are generalizations of the Gaussian integers in which...
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