LQ-optimization: a cautionary tale

作者: A. P. ROBERTS , M. M. NEWMANN , N.E. PARKES

DOI: 10.1080/00207179508921567

关键词:

摘要: A study is made of a simple but realistic control problem that does not satisfy one the conditions for polynomial optimization. The use both state-space/Kalman filter and methods illustrates advantage latter with regard to simplicity detection flaws. Two solutions are proposed.

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