On calculation of recursive M- and GM-estimates in LQG control systems
The aim of the given paper is development of a parametric identification approach for a closedloop system when the parameters of a discrete-time linear time-invariant (LTI) dynamic system as well as that of LQG (Linear Quadratic Gaussian) controller are not known and ought to be calculated. The rec...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2008-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/18099 |