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linear quadratic optimal control
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linear quadratic optimal control
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线性二次型最优控制
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linear quadratic optimal control
线性二次型最优控制
对于线性随机系统,过程干扰及测量噪声均为高斯白噪声,取状态变量和控制变量的二次型函数积分的期望值作为性能指标的动态系统的最优控制问题。是用途很广的且可以用分离原理设计全局最优控制系统的一类问题,又称线性二次型高斯最优控制。
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