No Spurious Local Minima in Full-Order Linear Quadratic Gaussian Control
math.OC, cs.SY, eess.SY
Submitted: 2026-09-26
Updated: 2026-09-26
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- Policy Optimization in the Linear Quadratic Gaussian Problem: A Frequency Domain Perspective
- Gradient Dominance in the Linear Quadratic Regulator: A Unified Analysis for Continuous-Time and Discrete-Time Systems
- Policy Optimization of Mixed H2/H-infinity Control: Benign Nonconvexity and Global Optimality
- Model-free Online Learning for the Kalman Filter: Forgetting Factor and Logarithmic Regret
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