Simultaneous design of measurement and control strategies for stochastic systems with feedback

@article{Bansal1989SimultaneousDO,
  title={Simultaneous design of measurement and control strategies for stochastic systems with feedback},
  author={Rajesh Bansal and Tamer Başar},
  journal={Automatica},
  year={1989},
  volume={25},
  pages={679-694}
}
Abstract We consider stochastic dynamic decision problems where at each step two consecutive decisions must be taken, one being what information bearing signal(s) to transmit and the other what control action(s) to exert. For finite-horizon problems involving first-order ARMA models with Gaussian statistics and a quadratic cost criterion, we show that the optimal measurement strategy consists of transmitting the innovation linearly at each stage, which in turn leads to optimality of a linear… CONTINUE READING
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