Analysis of the Optimization Landscape of Linear Quadratic Gaussian (LQG) Control

Yujie Tang, Yang Zheng, Na Li. Analysis of the Optimization Landscape of Linear Quadratic Gaussian (LQG) Control. In Ali Jadbabaie, John Lygeros, George J. Pappas, Pablo A. Parrilo, Benjamin Recht, Claire J. Tomlin, Melanie N. Zeilinger, editors, Proceedings of the 3rd Annual Conference on Learning for Dynamics and Control, L4DC 2021, 7-8 June 2021, Virtual Event, Switzerland. Volume 144 of Proceedings of Machine Learning Research, pages 599-610, PMLR, 2021. [doi]

Abstract

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