A reformulation of the Linear-Quadratic-Gaussian stochastic control problem for application to low thrust navigation analysis
R. A. Jacobson · 1978
The formulation of the classical Linear-Quadratic-Gaussian stochastic control problem as employed in low thrust navigation analysis is reviewed. A reformulation is then presented which eliminates a potentially unreliable matrix subtraction in the control calculations, improves the computational efficiency, and provides for a cleaner computational interface between the estimation and control processes. Lastly, the application of the U-D factorization method to the reformulated equations is examined with the objective of achieving a complete set of factored equations for the joint estimation and control problem.