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...

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...

closed-loop stability. These are Model Predictive Control (MPC) and linear-quadratic-Gaussian control (LQG). The first can more explicitly take into account...

a theory of gravity on two-dimensional surfaces Linear–quadratic–Gaussian control, an optimal control problem Large quasar group, a massive collection...

equations with an analogous quadratic term, which occur in both continuous-time and discrete-time linear-quadratic-Gaussian control. The steady-state (non-dynamic)...

In statistics and control theory, Kalman filtering (also known as linear quadratic estimation) is an algorithm that uses a series of measurements observed...

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...

uses linear matrix inequalities and requires fewer assumptions. Blaschke product Hardy space H square H-infinity loop-shaping Linear-quadratic-Gaussian control...

separates into a Kalman filter and a linear-quadratic regulator. This is known as linear-quadratic-Gaussian control. More generally, under suitable conditions...

chemistry to form basis sets. Gaussian functions arise by composing the exponential function with a concave quadratic function: f ( x ) = exp ⁡ ( α x...

theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional...

time-invariant Linear-Quadratic Regulator problem (LQR) as well as that of the infinite horizon time-invariant Linear-Quadratic-Gaussian control problem (LQG)...

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...

optimal control problem. For example, the Kalman filter is the estimation part of the optimal control solution to the linear-quadratic-Gaussian control problem...

normal. Moreover, Gaussian distributions have some unique properties that are valuable in analytic studies. For instance, any linear combination of a fixed...

dynamics is a linear differential equation, objective is quadratic Linear-quadratic-Gaussian control (LQG) — system dynamics is a linear SDE with additive...

centralized linear–quadratic–Gaussian control systems—that in a system with linear dynamics, Gaussian disturbance, and quadratic cost, affine (linear) control laws...

increased research in efficient algorithms for Gaussian elimination and matrix decompositions, and linear algebra became an essential tool for modeling...

of linear-quadratic-Gaussian control (LQG) control. Other robust techniques includes quantitative feedback theory (QFT), passivity based control, Lyapunov...

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...

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...

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...

interpolation theory and optimal control. Doyle's early work was in the mathematics of robust control, linear-quadratic-Gaussian control robustness, (structured)...

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...

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...

Beezer 2006, Theorem EDELI on p. 469; and Lemma for linear independence of eigenvectors By doing Gaussian elimination over formal power series truncated to...

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...

{class}}|{\vec {x}})} . Examples of such algorithms include: Linear Discriminant Analysis (LDA)—assumes Gaussian conditional density models Naive Bayes classifier...

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...

22266/ijies2019.0630.19. Hendrycks, Dan; Gimpel, Kevin (2016). "Gaussian Error Linear Units (GELUs)". arXiv:1606.08415 [cs.LG]. Cybenko, G. (December...