• DocumentCode
    805617
  • Title

    An optimal stochastic control problem with observation cost

  • Author

    Cooper, Carl A. ; Hahi, N.

  • Author_Institution
    Bell Telephone Laboratories, West Long Branch, NJ, USA
  • Volume
    16
  • Issue
    2
  • fYear
    1971
  • fDate
    4/1/1971 12:00:00 AM
  • Firstpage
    185
  • Lastpage
    189
  • Abstract
    The problem of simultaneously determining an optimal control strategy and an optimal observation strategy for a linear system is considered. Quadratic costs on state and control and an "on-off" type observation cost are assumed. Dynamic programming is used to obtain a solution. An example is provided that shows some interesting relations between the optimal observation strategy and various system parameters.
  • Keywords
    Linear systems, stochastic discrete-time; Observers; Optimal stochastic control; Stochastic optimal control; Additive noise; Control system synthesis; Control systems; Cost function; Dynamic programming; Linear systems; MIMO; Optimal control; State feedback; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1971.1099678
  • Filename
    1099678
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=805617