 Linear–quadratic–Gaussian control

Linear-quadratic-Gaussian control combines a linear system, Gaussian uncertainty, a quadratic cost, and feedback based on a Kalman filter state estimate.

Linear–quadratic–Gaussian (LQG) control is a mathematical framework used in control theory that combines three key elements: 1. **Linear Dynamics**: The system being controlled is modeled using linear differential or difference equations. This means that the system's behavior can be described by linear relationships, allowing for a straightforward analysis and control design.