linear-quadratic-gaussian problem

linear-quadratic-gaussian problem

[′lin·ē·ər kwə′drad·ik ′gau̇s·ē·ən ‚präb·ləm]
(control systems)
An optimal-state regulator problem, containing Gaussian noise in both the state and measurement equations, in which the expected value of the quadratic performance index is to be minimized. Abbreviated LQG problem.