Feedback estimation systems and the separation principle of stochastic control |
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| Authors: | Sworder S. Sworder D. |
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| Affiliation: | University of Southern California, Los Angeles, CA, USA; |
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| Abstract: | Estimation systems with a feedback link have a structure similar to that encountered in the study of stochastic feedback control systems. A feedback estimation algorithm of a specific form is derived in this paper. This algorithm is shown to be superior to one based upon the separation principle of stochastic control and inferior to one employing a different feedback signal structure. The observed differences in performance of these algorithms give insight into a basic limitation on control policies derived from formal application of the separation principle. |
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