lqg control (linear quadratic gaussian)
LQG control, or Linear Quadratic Gaussian control, is a feedback control strategy used in systems engineering to optimize the performance of a system. It combines mathematical techniques from linear control theory, quadratic optimization, and stochastic processes. The goal of LQG control is to design a feedback controller that minimizes the effects of disturbances and achieves optimal control of a linear time-invariant system modeled with uncertainties and noise, leading to improved system stability and performance.
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