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Why open-loop LQG measurement scheduling is optimal

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1 Author(s)
M. S. Andersland ; Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA

This paper revisits the problem of optimally controlling a linear-quadratic-Gaussian (LQG) plant and its measurement subsystem. The standard treatment of this problem uses dynamic programming to establish that LQG regulation and open-loop measurement scheduling are optimal. Here it is shown that these results can be obtained more directly using a straightforward conditioning argument that highlights the dependence of the results on the data independence, for open-loop schedules, of the LQG cost

Published in:

American Control Conference, Proceedings of the 1995  (Volume:3 )

Date of Conference:

21-23 Jun 1995