Ncsbook/notation

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30 Jul 09 telecon

The following notational items arose in the 30 Jul 09 telecon:

  • Think through covariance matrices versus LQ costs
  • Think through Kalman filter gain - K
  • Notation: use \mathbb E for expectation
  • Notation: covariance - \Sigma_{
  • Notation: dx/dt = Ax + B u for continuous derivative
  • Notation: label equations as a group
  • Notation: * for messy expressions
  • Notation: sort out notation for transpose (probably ^T)
  • Lyapunov and Ricatti operators: h, g, g^n, h^n
  • Time horizon = N or T
  • Notation: \gamma = Bernoulli process