IEEE - Institute of Electrical and Electronics Engineers, Inc. - Linear-quadratic-Gaussian problem for a new class of singularly perturbed stochastic systems

2016 IEEE 55th Conference on Decision and Control (CDC)

Author(s): Kliti Kodra ; Zoran Gajic
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2016
Conference Location: Las Vegas, NV, USA
Conference Date: 12 December 2016
Page(s): 7,365 - 7,370
ISBN (Electronic): 978-1-5090-1837-6
ISBN (DVD): 978-1-5090-1844-4
DOI: 10.1109/CDC.2016.7799407
Regular:

This paper addresses the numerical solution of the linear-quadratic-Gaussian (LQG) for a new class of singularly perturbed (SP) system using fixed-point recursive algorithms. Traditionally,... View More

Advertisement