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which is known as the discrete-time dynamic Riccati equation of this problem. The steady-state characterization of P, relevant for the infinite-horizon problem in which T goes to infinity, can be found by iterating the dynamic equation repeatedly until it converges; then P is characterized by removing the time subscripts from the dynamic equation.
A particular form of the LQ problem that arises in many control system problems is that of the linear quadratic regulator (LQR) where all of the matrices (i.e., , , , and ) are constant, the initial time is arbitrarily set to zero, and the terminal time is taken in the limit (this last assumption is what is known as infinite horizon). The LQR ...
One of the main results in the theory is that the solution is provided by the linear–quadratic regulator (LQR), a feedback controller whose equations are given below. LQR controllers possess inherent robustness with guaranteed gain and phase margin, [1] and they also are part of the solution to the LQG (linear–quadratic–Gaussian) problem.
Together, the state and costate equations describe the Hamiltonian dynamical system (again analogous to but distinct from the Hamiltonian system in physics), the solution of which involves a two-point boundary value problem, given that there are boundary conditions involving two different points in time, the initial time (the differential ...
According to the Bekenstein bound, the entropy of a black hole is proportional to the number of Planck areas that it would take to cover the black hole's event horizon.. In physics, the Bekenstein bound (named after Jacob Bekenstein) is an upper limit on the thermodynamic entropy S, or Shannon entropy H, that can be contained within a given finite region of space which has a finite amount of ...
WASHINGTON (Reuters) -U.S. President-elect Donald Trump on Saturday named his social media platform CEO Devin Nunes to lead an intelligence advisory panel and said his former intelligence chief ...
These tensor fields should obey any relevant physical laws (for example, any electromagnetic field must satisfy Maxwell's equations).Following a standard recipe which is widely used in mathematical physics, these tensor fields should also give rise to specific contributions to the stress–energy tensor. [1]
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