Separation of estimation and control for discrete time systems
- 1 January 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 59 (11), 1557-1566
- https://doi.org/10.1109/proc.1971.8488
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
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