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
