A concise derivation of the LQG one-step-delay sharing problem solution

DOI10.1109/TAC.1975.1101112zbMath0317.93078OpenAlexW2061058937MaRDI QIDQ4079478

Ben-Zion Kurtaran

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1975.1101112

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Information theory (general) (94A15)

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