Linear Quadratic Gaussian Control

Linear Quadratic Gaussian Control (LQG) is a method used in engineering and control systems to manage dynamic processes, such as robotics or airplane flight. It combines three elements: linear control (guiding systems along a straight path), quadratic cost (minimizing energy or effort), and Gaussian noise (handling uncertainty and disturbances). Essentially, LQG helps optimize how a system responds to changes while reducing errors, ensuring it performs efficiently even in unpredictable conditions. This approach is widely applicable in various fields, including economics and aerospace, where reliable performance is crucial despite uncertainties.