This book covers various topics related to the design of discrete-time control systems via the Linear Quadratic (LQ) control methodology.
LQ control is an optimal control approach whereby the control law of a given dynamic linear system — the so-called plant — is analytically obtained by minimizing a performance index quadratic in the regulation/tracking error and control variables. LQ control is either deterministic or stochastic according to the deterministic or stochastic nature of the plant.