LQG solution for POMDP without estimating states: A minimum variance approach

Ranjan Sarkar; Prabhat K. Mishra

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arXiv · 2607.12135

LQG solution for POMDP without estimating states: A minimum variance approach

Ranjan Sarkar·Prabhat K. Mishra

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Abstract

This paper investigates the control of discrete-time linear time-invariant (LTI) systems subject to incomplete and corrupted measurements. Specifically, we focus on designing a Linear Quadratic Gaussian (LQG) controller without relying on explicit state estimation. By leveraging minimum variance duality, our approach allows the current control input to be represented as a linear function of available measurements and previously applied inputs, successfully reducing the task to a tractable deterministic optimization problem. We provide theoretical justification for this framework and demonstrate its practical effectiveness through numerical experiments.

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BibTeX RIS

Ranjan Sarkar, Prabhat K. Mishra. 2026-07-13. LQG solution for POMDP without estimating states: A minimum variance approach. https://arxiv.org/abs/2607.12135

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