Generalized LQG design by filter and controller model selection.
Thomas E. BrehmPeter S. MaybeckPublished in: CDC (2000)
Keyphrases
- model selection
- optimal control
- cross validation
- bayesian learning
- sample size
- mixture model
- model selection criteria
- feature selection
- parameter estimation
- regression model
- variable selection
- hyperparameters
- machine learning
- generalization error
- statistical inference
- selection criterion
- information criterion
- linear quadratic