Title :
A concise derivation of the LQG one-step-delay sharing problem solution
Author :
Kurtaran, Ben-Zion
Author_Institution :
Technion--Israel Institute of Technology, Haifa, Israel
fDate :
12/1/1975 12:00:00 AM
Abstract :
A concise derivation of the optimal controller for the LQG one-step-delay sharing information pattern problem is given. A transformation of the cost criterion permits direct application of Radner´s results.
Keywords :
Delay systems; Linear systems, stochastic discrete-time; Optimal stochastic control; Stochastic optimal control; Algebra; Costs; Covariance matrix; Dynamic programming; Electric variables control; Optimal control; Random variables;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1101112
