Cost Cumulant-Based Control for a Class of Linear-Quadratic Tracking Problems

@article{Pham2007CostCC,
  title={Cost Cumulant-Based Control for a Class of Linear-Quadratic Tracking Problems},
  author={Khac Duy Pham},
  journal={2007 American Control Conference},
  year={2007},
  pages={335-340}
}
The topic of cost-cumulant control is currently receiving substantial research from the theoretical community oriented toward stochastic control theory. For instance, the present paper extends the application of cost-cumulant controller design to control of a wide class of linear-quadratic tracking systems where output measurements of a tracker follow as closely as possible a desired trajectory via a complete statistical description of the associated integral-quadratic performance-measure. It… CONTINUE READING

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