Mean and variance of the LQG cost function

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5 Citations (Scopus)

Keywords

@article{f9005bf8dfc245e5b59b1facdc80fc4b,

title = "Mean and variance of the LQG cost function",

keywords = "Linear systems, Linear quadratic regulators, LQG control, Lyapunov equation, Probability density function, Matrix algebra",

author = "HJ Bijl and {van Wingerden}, JW and TB Schon and M Verhaegen",

year = "2016",

doi = "10.1016/j.automatica.2016.01.030",

language = "English",

volume = "67",

pages = "216--223",

journal = "Automatica",

issn = "0005-1098",

publisher = "Elsevier",

}

TY - JOUR

T1 - Mean and variance of the LQG cost function

AU - Bijl, HJ

AU - van Wingerden, JW

AU - Schon, TB

AU - Verhaegen, M

PY - 2016

Y1 - 2016

KW - Linear systems

KW - Linear quadratic regulators

KW - LQG control

KW - Lyapunov equation

KW - Probability density function

KW - Matrix algebra

U2 - 10.1016/j.automatica.2016.01.030

DO - 10.1016/j.automatica.2016.01.030

M3 - Article

SN - 0005-1098

VL - 67

SP - 216

EP - 223

JO - Automatica

JF - Automatica

ER -