DocumentCode
820244
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
Volume
20
Issue
6
fYear
1975
fDate
12/1/1975 12:00:00 AM
Firstpage
808
Lastpage
810
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1975.1101112
Filename
1101112
Link To Document