Why open-loop LQG measurement scheduling is optimal

M.S Andersland

doi:10.1109/ACC.1995.531270

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Why open-loop LQG measurement scheduling is optimal

Conference proceeding

Peer reviewed

Why open-loop LQG measurement scheduling is optimal

M.S Andersland

Proceedings of 1995 American Control Conference - ACC'95, pp.2110-2112

1995

DOI: 10.1109/ACC.1995.531270

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Abstract

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.

Cost function

Dynamic programming

Dynamic scheduling

Electric variables measurement

Measurement standards

Open loop systems

Optimal control

Processor scheduling

Stochastic processes

Time measurement

Details

Title: Subtitle: Why open-loop LQG measurement scheduling is optimal
Creators: M.S Andersland - University of Iowa, Electrical and Computer Engineering
Resource Type: Conference proceeding
Publication Details: Proceedings of 1995 American Control Conference - ACC'95, pp.2110-2112
Publisher: IEEE
DOI: 10.1109/ACC.1995.531270
Language: English
Date published: 1995
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984304537102771

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