“linear quadratic Gaussian problem”的概念、定义、翻译、参考文献-科学参考

　

单词	linear quadratic Gaussian problem
释义	linear quadratic Gaussian problem Encyclopedia 理学最优控制释 linear quadratic Gaussian problem线性二次型高斯问题受控系统是线性的，待极小化的性能指标是控制过程和状态过程的二次泛函。称所谓线性二次（linear-quadratic; LQ）。线性二次型高斯问题，即系统状态假定是可直接量测的，相应LQ问题的最优解正是系统状态的线性函数，而反馈增益矩阵可通过里卡蒂微分/差分方程的解表示出来。LQG问题（linear quadratic Gaussian problem）是带有高斯噪声输出反馈形式的LQ问题。 Mathematics linear quadratic Gaussian problem线性二次型高斯问题^†简称“LQG问题” LQ problem = linear quadratic Gaussian problemLQ问题^†
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