Technical Report: Infinite Horizon Discrete-Time Linear Quadratic Gaussian Tracking Control Derivation
Kasra Yazdani, Matthew Hale · arXiv (Cornell University) · 2018
This technical report is an accompaniment to the paper "Differentially Private LQ Control" that is currently under review. This technical report provides a complete derivation of the infinite horizon discrete-time linear quadratic Gaussian tracking controller, which we were unable to find in the existing literature.