On the Essential Quadratic Nature of LQG Control-Performance Measure Cumulants.

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Abstract:

An in depth look at a complete statistical description of linear-quadratic-Gaussian LQG performance measures is presented in this paper. The development leads to computationally tractable formulae that form the basis for design performance analysis. The complete statistical description of performance developed here exhibits the essential quadratic nature of the LQG class of systems.

Author(s):
Liberty, S. R. ; Hartwig, R. C.
Author Organization(s):
TEXAS TECH UNIV LUBBOCK DEPT OF ELECTRICAL ENGINEERING
Descriptive Note:
Interim rept.,
Pagination:
0039

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Contract/Grant Number(s):
N00014-73-A-0434-0002, N00014-75-C-0779
Project Number(s):
RR021-05-01
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*CONTROL THEORY, MATHEMATICAL MODELS, LINEAR SYSTEMS, FEEDBACK, STATISTICAL ANALYSIS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
Linear quadratic gaussian control
Report Date:
1975 Aug 01