Confronta i metodi

	Guida Gaussiana Lineare Quadratica	Regolatore Lineare Quadratico
Campo	Teoria del controllo	Teoria del controllo
Famiglia	Machine learning	Machine learning
Anno di origine	1960	1960
Ideatore	Rudolf Kalman	Rudolf Kalman
Tipo	algorithm	algorithm
Fonte seminale	Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45.	Kalman, R. E. (1960). Contributions to the theory of optimal control. Boletin de la Sociedad Matematica Mexicana, 5(2), 102-119.
Alias	LQG, LQR with Kalman Filter	LQR, Linear Quadratic Optimal Control
Correlati	3	4
Sintesi	The Linear Quadratic Gaussian (LQG) controller combines the Linear Quadratic Regulator (LQR) with a Kalman Filter to handle stochastic systems with measurement noise and process noise. Developed by Kalman and later formalized by Athans and others, LQG is the natural stochastic extension of LQR and remains the gold standard for optimal linear control under noise, with applications spanning spacecraft, aircraft autopilot, and industrial process control.	The Linear Quadratic Regulator (LQR) is a classical optimal control algorithm that computes a linear feedback law to minimize a quadratic cost function for a linear dynamical system. Introduced by Kalman in 1960, LQR provides a provably optimal, closed-form solution for linear systems and remains fundamental in control theory, robotics, and aerospace applications because of its theoretical elegance and computational efficiency.