Technical Report: Infinite Horizon Discrete-Time Linear Quadratic Gaussian Tracking Control Derivation
Optimization and Control
2018-12-07 v3
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.
Cite
@article{arxiv.1807.04700,
title = {Technical Report: Infinite Horizon Discrete-Time Linear Quadratic Gaussian Tracking Control Derivation},
author = {Kasra Yazdani and Matthew Hale},
journal= {arXiv preprint arXiv:1807.04700},
year = {2018}
}
Comments
10 pages