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1.前言以最优调节和 Kalman 滤波器(或观测器)为中心的 LQG(Linear QuadraticGaussian)理论诞生至今已有三十年了。从航空航天、振动控制开始,各个研究开发领域中,LQG 理论可以说已成为常识。然而,LQG 理论并不能充分满足使用者的一
1. Introduction LQG (Linear Quadratic Gaussian) theory centered on optimal regulation and Kalman filter (or observer) has been born for thirty years. From the beginning of aerospace and vibration control, LQG theory can be said to have become common sense in all fields of research and development. However, LQG theory does not fully satisfy user one