• DocumentCode
    920034
  • Title

    Separation of estimation and control for discrete time systems

  • Author

    Witsenhausen, Hans S.

  • Author_Institution
    Bell Telephone Laboratories, Inc., Murray Hill, N. J.
  • Volume
    59
  • Issue
    11
  • fYear
    1971
  • Firstpage
    1557
  • Lastpage
    1566
  • 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;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1971.8488
  • Filename
    1450418
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=920034