Title :
On the Optimal Choice of Measurements in Linear Quadratic Gaussian Team Problems
Author :
Papavassilopoulos, George P.
Author_Institution :
Department of Electrical Engineering - Systems, SAL 300, University of Southern California, Los Angeles, California 90089
Abstract :
The problem of optimal choice of information for some simple linear quadratic gaussian team problems is considered. The unknowns to be chosen subject to constraints are the matrices involved in the linear measurements available to the decision makers. For several types of such problems, characterizations of the best choices of these matrices are given and several results illustrating the meaning of these characterizations and ways for finding the optimal choices are also presented.
Keywords :
Cost function; Covariance matrix; Eigenvalues and eigenfunctions; Electric variables measurement; Kalman filters; Optimal control; Random variables; Stochastic processes; Upper bound;
Conference_Titel :
American Control Conference, 1983
Conference_Location :
San Francisco, CA, USA
