A concise derivation of the LQG one-step-delay sharing problem solution
- 1 December 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 20 (6) , 808-810
- https://doi.org/10.1109/tac.1975.1101112
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
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