Abstract
Feedback control is sometimes applied to a dynamic system operating in a stochastic environment under circumstances where only a limited number of observations can be made. The optimal positioning of ana priori fixed number of observations is considered. A direct approach to this problem yields a dynamic programming functional equation, while a second approach involving an ancillary observation cost leads to a rapid and practical numerical solution.
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Olgac, N. M., Cooper, C. A., andLongman, R. W.,Optimal Allocation of Measurement and Control Resources with Application to River Depollution, IEEE Transactions on Systems, Man, and Cybernetics, Vol. SMC-6, pp. 377–384, 1976.
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Communicated by J. V. Breakwell
This paper was presented at the Eleventh Annual Conference on Information Sciences and Systems, Johns Hopkins University, Baltimore, Maryland, 1977.
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Longman, R.W., Cooper, C.A. Optimal selection of observation times in the linear-quadratic Gaussian control problem. J Optim Theory Appl 39, 47–58 (1983). https://doi.org/10.1007/BF00934604
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DOI: https://doi.org/10.1007/BF00934604