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A formula for the optimal cost in the general discrete-time LEQG problem

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dc.contributor.authorAinikkal, Shaiju Johnyen
dc.contributor.authorPetersen, Ian Richarden
dc.date.accessioned2026-07-03T21:41:09Z
dc.date.available2026-07-03T21:41:09Z
dc.date.issued2008en
dc.description.abstractThis paper is aimed at deriving an explicit formula for the optimal cost for the discrete-time linear exponentialof-quadratic Gaussian (LEQG) control problem. The paper considers the general case with cross terms in the cost and noise covariance matrices. The result is applicable to discrete time minimax LQG and state estimation problems.en
dc.description.statusPeer-revieweden
dc.identifier.isbn9783902661005en
dc.identifier.issn1474-6670en
dc.identifier.otherORCID:/0000-0003-4856-9450/work/219177558en
dc.identifier.scopus79961018023en
dc.identifier.urihttps://hdl.handle.net/1885/733812328
dc.language.isoenen
dc.relation.ispartofProceedings of the 17th World Congress, International Federation of Automatic Control, IFACen
dc.relation.ispartofseries17th World Congress, International Federation of Automatic Control, IFACen
dc.relation.ispartofseriesIFAC Proceedings Volumes (IFAC-PapersOnline)en
dc.relation.isversionof1 PART 1en
dc.subjectStochastic controlen
dc.titleA formula for the optimal cost in the general discrete-time LEQG problemen
dc.typeConference paperen
dspace.entity.typePublicationen
local.contributor.affiliationPetersen, Ian Richard; School of Engineering, ANU College of Systems and Society, The Australian National Universityen
local.identifier.ariespublicationu6048437xPUB344en
local.identifier.doi10.3182/20080706-5-KR-1001.0609en
local.identifier.pure2ee043c2-b287-44eb-a763-37cae6c6076een
local.identifier.urlhttps://www.scopus.com/pages/publications/79961018023en
local.type.statusPublisheden

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