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Optimal control of systems with constraints

Lim, Andrew E.B.


In this thesis, we present new developments resulting from our work on constrained LQG control. Our work can be divided into two broad areas: Generalizations of well known results associated with unconstrained LQG control such as the Separation Theorem, and development of new computational algorithms for solving these problems. A summary of the topics we are presenting is as follows: Linearly constrained LQG control In this chapter, we study the LQG control problem with finitely many and...[Show more]

CollectionsOpen Access Theses
Date published: 1997
Type: Thesis (PhD)
DOI: 10.25911/5d7634a4d6ab8


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