Optimum design of measurement channels and control policies for linear- quadratic stochastic systems (Q1330529)

In linear-quadratic stochastic systems the access of the control to the state usually is given by a measurement scheme which is linearly dependent on the state. Starting with a more reasonable assumption that the measurement scheme is a nonlinear one including the past values of the measurement it is derived an optimal control strategy under a new performance index. Some examples are presented.