LMMSE estimation | LQR |
---|---|
x(k): state variable | x(k): state variable |
y(k): observed variable | u(k): control signal |
0: first observation | N: last control action |
\(K_{j}(k)\): in (3.13) | \(\overline{K}_{j}(k)\): in (3.27) |
\(R_{\varepsilon (k)}\): in (3.14) | \(R_{\mathbf{w}(k)}\): in (3.29) |
P̃(k − i,k − j,k): in (3.15) | P̅(k + i,k + j,k): in (3.30) |
P̃(k + 1,k − j,k): in (3.16) | P̅(k,k + j,k): in (3.31) |
P̃(k + 1,k + 1,k): in (3.17) | P̅(k,k,k): in (3.32) |