dorsal/arxiv
View SchemaDesign of Optimal Controls in Acausal LQG Problems
| Authors | Arzu Ahmadova, Agamirza E. Bashirov |
|---|---|
| Categories | |
| ArXiv ID | 2601.07433vv1 |
| URL | https://arxiv.org/abs/2601.07433 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
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.
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"abstract": "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.",
"arxiv_id": "2601.07433",
"authors": [
"Arzu Ahmadova",
"Agamirza E. Bashirov"
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"math.OC"
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"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "Design of Optimal Controls in Acausal LQG Problems",
"url": "https://arxiv.org/abs/2601.07433",
"version": "v1"
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