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EE Winter  Lecture  Linear Quadratic Stochastic Control linearquadratic stochastic control EE Winter  Lecture  Linear Quadratic Stochastic Control linearquadratic stochastic control

EE Winter Lecture Linear Quadratic Stochastic Control linearquadratic stochastic control - PDF document

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Uploaded On 2014-12-19

EE Winter Lecture Linear Quadratic Stochastic Control linearquadratic stochastic control - PPT Presentation

N is the process noise or disturbance at time are IID with 0 is independent of with 0 Linear Quadratic Stochastic Control 52 brPage 3br Control policies statefeedback control 0 N called the control policy at time roughly speaking we choo ID: 26157

linear control quadratic stochastic control linear stochastic quadratic page optimal cost lqr 200 100 state policies average recursion deterministic

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