Excellence in Research and Innovation for Humanity
%0 Journal Article
%A B. M. Mohan and  Sanjeeb Kumar Kar
%D 2012 
%J  International Journal of Computer, Electrical, Automation, Control and Information Engineering
%B World Academy of Science, Engineering and Technology
%I International Science Index 68, 2012
%T Orthogonal Functions Approach to LQG Control
%U http://waset.org/publications/6618
%V 68
%X In this paper a unified approach via block-pulse functions (BPFs) or shifted Legendre polynomials (SLPs) is presented to solve the linear-quadratic-Gaussian (LQG) control problem. Also a recursive algorithm is proposed to solve the above problem via BPFs. By using the elegant operational properties of orthogonal functions (BPFs or SLPs) these computationally attractive algorithms are developed. To demonstrate the validity of the proposed approaches a numerical example is included.

%P 1026 - 1031