arxivmath.OCcs.ROeess.SY2026-07-13
LQG solution for POMDP without estimating states: A minimum variance approach
Ranjan Sarkar, Prabhat K. Mishra
This paper investigates the control of discrete-time linear time-invariant (LTI) systems subject to incomplete and corrupted measurements. Specifically, we focus on designing a Linear Quadratic Gaussian (LQG) controller without relying on explicit state estimation. By leveraging…