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8:34
YouTube
Steve Brunton
Control Bootcamp: Linear Quadratic Gaussian (LQG)
This lecture combines the optimal full-state feedback (e.g., LQR) with the optimal full-state estimator (e.g., LQE or Kalman Filter) to obtain the sensor-based linear quadratic Gaussian (LQG) controller. These lectures follow Chapters 1 & 3 from: Machine learning control, by Duriez, Brunton, & Noack https://www.amazon.com/Machine-Learning ...
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