Optimal controllers not satisfying the separation theorem / Lyashenko EA,Ryashko LB // CYBERNETICS AND SYSTEMS ANALYSIS. - 2000. - V. 36, l. 3. - P. 426-436.

ISSN/EISSN:

1060-0396 / нет данных

Type:

Article

Abstract:

The paper deals with the problem of finding an optimal feedback control for stochastic continuous-time system with incomplete information. In the case of linear-quadratic-Gaussian assumptions, a standard solution is given by the separation theorem via two separate problems of estimation and control. Other. controllers of the same structure (dynamic unit + feedback) that minimize a quadratic functional but do not satisfy the separation principle are considered. For all such (equivalent) controllers, the quadratic functional has the same value.

Author keywords:

optimal controller; separation theorem; stochastic continuous-time system; linear-quadratic Gaussian assumptions; estimation and control problem

DOI:

10.1007/BF02732993

Web of Science ID:

ISI:000165346300011

Соавторы в МНС:

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Другие поля

Поле	Значение
Month	MAY-JUN
Publisher	CONSULTANTS BUREAU/SPRINGER
Address	233 SPRING ST, NEW YORK, NY 10013 USA
Language	English
Research-Areas	Computer Science; Mathematics
Web-of-Science-Categories	Computer Science, Cybernetics; Mathematics, Interdisciplinary Applications
Number-of-Cited-References	11
Journal-ISO	Cybern. Syst. Anal.
Doc-Delivery-Number	374LH