Publications of Alfredo Germani

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

You can browse through them using either the links of the following line or those associated with author names.

Show all publications of the year  1997, with author Germani A., in the category IASI Research Reports (or show them all):


IASI Research Report n. 464    

Alfredo Germani, Gabriella Mavelli

Optimal quadratic solution for the nongaussian finite-horizon regulator problem

ABSTRACT
In this paper, the problem of the optimal quadratic regulator for nongaussian discrete-time stochastic systems with a quadratic cost function is considered. The main result here obtained is that such optimal control can be derived from the classical LQG solution by substituting the linear filtering part with a quadratic optimal filter. Numerical results show high performance of this method.
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