DocumentCode
485859
Title
On the Optimal Choice of Measurements in Linear Quadratic Gaussian Team Problems
Author
Papavassilopoulos, George P.
Author_Institution
Department of Electrical Engineering - Systems, SAL 300, University of Southern California, Los Angeles, California 90089
fYear
1983
fDate
22-24 June 1983
Firstpage
693
Lastpage
701
Abstract
The problem of optimal choice of information for some simple linear quadratic gaussian team problems is considered. The unknowns to be chosen subject to constraints are the matrices involved in the linear measurements available to the decision makers. For several types of such problems, characterizations of the best choices of these matrices are given and several results illustrating the meaning of these characterizations and ways for finding the optimal choices are also presented.
Keywords
Cost function; Covariance matrix; Eigenvalues and eigenfunctions; Electric variables measurement; Kalman filters; Optimal control; Random variables; Stochastic processes; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1983
Conference_Location
San Francisco, CA, USA
Type
conf
Filename
4788201
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