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Minimize or limit LQR cost J = E ( z(t)' Qz z(t) ) in response to white noise inputs w(t) with covariance E (w(t) w(t)')

Posted: Mon Mar 08, 2021 3:36 pm
by esmatparast
Minimize or limit LQR cost J = E ( z(t)' Qz z(t) ) in response to white noise inputs w(t) with covariance E (w(t) w(t)') = Qw.


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