2023
LQGNET: Hybrid Model-Based and Data-Driven Linear Quadratic Stochastic Control
ICASSP 2023accepted
Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the system dynamics is represented as a linear Gaussian state-space (…