DocumentCode
2484223
Title
Linear Controllers are Uniformly Optimal for the Witsenhausen Counterexample
Author
Rotkowitz, Michael
Author_Institution
Res. Sch. of Inf. Sci. & Eng., The Australian Nat. Univ., Canberra, ACT
fYear
2006
fDate
13-15 Dec. 2006
Firstpage
553
Lastpage
558
Abstract
In 1968, Witsenhausen introduced his celebrated counterexample, which illustrated that when an information pattern is nonclassical, the controllers which optimize an expected quadratic cost may be nonlinear. It is shown here that for the Witsenhausen counterexample, when one instead considers the induced norm, then linear controllers are in fact optimal
Keywords
linear quadratic control; Witsenhausen counterexample; linear controllers; Centralized control; Control systems; Cost function; Gaussian noise; Noise figure; Optimal control; USA Councils;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2006 45th IEEE Conference on
Conference_Location
San Diego, CA
Print_ISBN
1-4244-0171-2
Type
conf
DOI
10.1109/CDC.2006.377259
Filename
4178054
Link To Document