Control Bootcamp: Linear Quadratic Gaussian (LQG)

This lecture combines the optimal full-state feedback (e.g., LQR) with the optimal full-state estimator (e.g., LQE or Kalman Filter) to obtain the sensor-based linear quadratic Gaussian (LQG) controller. These lectures follow Chapters 1 & 3 from: Machine learning control, by Duriez, Brunton, & Noack https://www.amazon.com/Machine-Learning-Control-Turbulence-Applications-ebook/dp/B01MDUPONF/ Chapters available at: http://faculty.washington.edu/sbrunton/mlcbook/ This video was produced at the University of Washington