Control System Synthesis - Optimal control and LQG - PhD Class - Fall 2020
Control System Synthesis - Optimal control and LQG - PhD Class - Fall 2020 Control System Synthesis - Optimal control and LQG PHD CLASS - FALL 2020 The optimal control problem LQG control What is LQG control? Controllability and LQR Observability and state estimation Summary Optimal control Dynamic programming and HJB Indirect methods and Pontryagin’s principle Summary 1 Introduction 2 Fundamental