Title :
Separation of estimation and control for discrete time systems
Author :
Witsenhausen, Hans S.
Author_Institution :
Bell Telephone Laboratories, Inc., Murray Hill, N. J.
Abstract :
An attempt is made to coordinate the numerous results relating to separation of estimation and control in discrete time stochastic control theory. The results vary widely depending upon the assumptions about linearity, criteria, information pattern, constraints, and noise distributions. Some of the less well-known underlying concepts are discussed with the help of a fairly general model.
Keywords :
Control engineering; Control systems; Control theory; Costs; Differential equations; Discrete time systems; Optimal control; Stochastic processes; Stochastic resonance; Stochastic systems;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1971.8488
