Suboptimal control with quadratic performance index for linear systems with heavy-tailed disturbances

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LQST controller significantly enhances robustness in environments with heavy-tailed noise, improving performance.
Optimal controllers redesigned using Student’s t distribution show improved handling of outliers in simulations.
Control strategy based on Bellman dynamic programming principles retains classical separation principle effectively.
Results indicate significant performance improvement over traditional LQG controllers in complex control environments.

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Novel control strategy improves robustness of optimal controllers in complex environments, suggesting efficacy of Student's t distribution.

Guo et al. (2025) studied this question.

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Novel control strategy improves robustness of optimal controllers in complex environments, suggesting efficacy of Student's t distribution.