Title :
A Lyapunov-Based Proof of the Quadratic Separation Principle for Systems with Noise-Free Measurements
Author :
Safari-Shad, Nader ; Cobb, J.Daniel
Author_Institution :
Department of Electrical and Computer Engineering, University of Wisconsin-Madison, Madison, WI 53706
Abstract :
A simple proof of the separation principle for systems with noise-free measurements and quadratic cost is presented. The proof is entirely deterministic in nature and is based on Lyapunov´s theorem.
Keywords :
Control systems; Control theory; Cost function; Electric variables measurement; Equations; Noise measurement; Optimal control; Sections; Stochastic processes; Stochastic systems;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
