Author :
Larson, R.E. ; Tse, E.
Author_Institution :
Systems Control, Inc., Palo Alto, CA, USA
fDate :
4/1/1972 12:00:00 AM
Abstract :
The authors of the previous discussion claim a counterexample to the theorem in Larson´s work. This counterexample is not valid because of their incorrect interpretation of the extension to the multistage case. They do, however, present the correct interpretation of this extension. These points are discussed in some detail in this reply, as well as some additional results on conditions under which the theorem is valid and some comments on the practical value of the theorem.
Keywords :
Control systems; Gaussian distribution; Linear systems; Observability; Open loop systems; Optimal control; PROM; Quantization; State estimation; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1099924
