lqg problem การใช้

• So the LQG problem separates into the LQE and LQR problem that can be solved independently.
• The "'reduced-order LQG problem "'( fixed-order LQG problem ) overcomes this by fixing a-priori the number of states of the LQG controller.
• The "'reduced-order LQG problem "'( fixed-order LQG problem ) overcomes this by fixing a-priori the number of states of the LQG controller.
• The "'reduced-order LQG problem "'( fixed-order LQG problem ) overcomes this by fixing " a priori " the number of states of the LQG controller.
• The "'reduced-order LQG problem "'( fixed-order LQG problem ) overcomes this by fixing " a priori " the number of states of the LQG controller.
• Similar to the continuous-time case, in the discrete-time case the difference with the conventional discrete-time full-order LQG problem is the a-priori fixed reduced-order { \ mathbf { } } n _ r of the LQG controller state dimension.
• If all the matrices in the reduced-order LQG problem formulation are time-invariant and if the horizon { \ mathbf { } } T tends to infinity, the optimal reduced-order LQG controller becomes time-invariant and so do the "'OPE " '.