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arXiv · 1807.04700

Technical Report: Infinite Horizon Discrete-Time Linear Quadratic Gaussian Tracking Control Derivation

Kasra Yazdani·Matthew Hale
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Abstract

This technical report is an accompaniment to the paper "Differentially Private LQ Control" that is currently under review. This technical report provides a complete derivation of the infinite horizon discrete-time linear quadratic Gaussian tracking controller, which we were unable to find in the existing literature.

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Kasra Yazdani, Matthew Hale. 2018-07-12. Technical Report: Infinite Horizon Discrete-Time Linear Quadratic Gaussian Tracking Control Derivation. https://arxiv.org/abs/1807.04700

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