Choice of coordinates and computational difficulty
- 1 February 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (1) , 77-78
- https://doi.org/10.1109/tac.1974.1100471
Abstract
Computational difficulty can be significantly reduced when optimal control and estimation problems are formulated in well-chosen coordinate systems. It is shown that every LQG (linear-quadratic-Gaussian) problem can be formulated in coordinates such that principal parts of the solution are either well-posed or ill-posed for numerical solution.Keywords
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