Design of Optimal Controls in Acausal LQG Problems
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914247973273600 |
|---|---|
| author | Ahmadova, Arzu Bashirov, Agamirza E. |
| author_facet | Ahmadova, Arzu Bashirov, Agamirza E. |
| contents | In control theory, a system which has output depending only on the present and past values of the input is said to be causal (or nonanticipative). Respectively, a system is acausal (or non-causal) if its output depends on future inputs as well. Overall majority of literature in stochastic control theory discusses causal systems. Only a few sources indirectly concern acausal systems. In this paper, we systemize these results under main idea of acausality and present a background for designing optimal controls in acausal LQG problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_07433 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Design of Optimal Controls in Acausal LQG Problems Ahmadova, Arzu Bashirov, Agamirza E. Optimization and Control In control theory, a system which has output depending only on the present and past values of the input is said to be causal (or nonanticipative). Respectively, a system is acausal (or non-causal) if its output depends on future inputs as well. Overall majority of literature in stochastic control theory discusses causal systems. Only a few sources indirectly concern acausal systems. In this paper, we systemize these results under main idea of acausality and present a background for designing optimal controls in acausal LQG problems. |
| title | Design of Optimal Controls in Acausal LQG Problems |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2601.07433 |