Title :
On the Lower Bound of Non-Nested LQG Team Problems
Author :
Chang, Tsu-Shuan ; Ho, Yu-Chi
Author_Institution :
Electrical and Computer Engineering, University of California, Davis, CA 95616
Abstract :
A new method is presented to find a tight lower bound for a class of non-nested LQG team problems. This is achieved by: firstly, transforming the cost function into three decoupled components; secondly, decoupling the three sub-problems via an energy constraint; and thirdly, obtaining the lower bound of the original problem from an associated parameter optimization problem.
Keywords :
Communication channels; Constraint optimization; Cost function; Gaussian distribution; Matrix decomposition; Mean square error methods;
Conference_Titel :
American Control Conference, 1985
Conference_Location :
Boston, MA, USA
