Title :
Linear-quadratic-gaussian control with one-step-delay sharing pattern
Author :
Kurtaran, Ben-Zion ; Sivan, Raphael
Author_Institution :
Technion--Israel Institute of Technology, Haifa, Israel
fDate :
10/1/1974 12:00:00 AM
Abstract :
The optimal control of discrete-time, linear-quadratic-Gaussian systems with one-step-delay sharing information pattern is considered. The optimal controller is shown to obey a certain "separation" property. Furthermore explicit discrete-time equations are derived whose solutions are the gains of the optimal controller.
Keywords :
Decentralized control; Linear systems, stochastic discrete-time; Linear systems, time-varying discrete-time; Optimal stochastic control; Stochastic optimal control; Time-delay systems; Adaptive control; Automatic control; Computational modeling; Control systems; Delay; Optimal control; Parameter estimation; Stochastic processes; Stochastic systems; Timing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100651
