LQG solution for POMDP without estimating states: A minimum variance approach

• URL: http://arxiv.org/abs/2607.12135v1
• Date: Mon, 13 Jul 2026 20:38:04 GMT
• Title: LQG solution for POMDP without estimating states: A minimum variance approach
• Abstract summary: This paper investigates the control of discrete-time linear time-invariant (LTI) systems subject to incomplete and corrupted measurements.<n>We focus on designing a Linear Quadratic Gaussian (LQG) controller without relying on explicit state estimation.
• Score: 0.0
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Abstract: 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 minimum variance duality, our approach allows the current control input to be represented as a linear function of available measurements and previously applied inputs, successfully reducing the task to a tractable deterministic optimization problem. We provide theoretical justification for this framework and demonstrate its practical effectiveness through numerical experiments.

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