Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls.
Mustapha Ait RamiXun Yu ZhouPublished in: IEEE Trans. Autom. Control. (2000)
Keyphrases
- linear quadratic
- closed loop
- control law
- optimal control
- linear matrix inequality
- dynamical systems
- vector valued
- gaussian model
- differential equations
- control system
- feedback control
- control scheme
- sufficient conditions
- scale space
- feature extraction
- model selection
- semidefinite programming
- graphical models
- dynamic programming