SOLUTIONS TO A CLASS OF LINEAR-QUADRATIC-GAUSSIAN (LQG) STOCHASTIC TEAM PROBLEMS WITH NONCLASSICAL INFORMATION.

Rajesh Bansal, M Tamer Basar

Research output: Contribution to journalConference article

Abstract

A stochastic dynamic team problem with two controllers and nonclassical information is considered which can be viewed as the transmission of a garbled version of a Gaussian message over a number of noisy channels under a fidelity criterion. It is shown that the optimum solution (under a quadratic loss functional) consists of linearly transforming the garbled message to a certain (optimum) power level P* and then optimally decoding it by using a linear transformation at the receiving end. P* is determined by the solution of a fifth-order algebraic equation. An extension of this result to the case when the channel noise is correlated with the input random variable is discussed, and it is shown that for the single-channel case the optimum solution is again linear.

Original languageEnglish (US)
Pages (from-to)1102-1103
Number of pages2
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - Dec 1 1987

Fingerprint

Quadratic Loss
Linear transformations
Stochastic Dynamics
Linear transformation
Random variables
Algebraic Equation
Fidelity
Decoding
Random variable
Linearly
Controller
Controllers
Class

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Control and Systems Engineering
  • Safety, Risk, Reliability and Quality

Cite this

@article{bcf139d0796049b7bbf4decc55e98575,
title = "SOLUTIONS TO A CLASS OF LINEAR-QUADRATIC-GAUSSIAN (LQG) STOCHASTIC TEAM PROBLEMS WITH NONCLASSICAL INFORMATION.",
abstract = "A stochastic dynamic team problem with two controllers and nonclassical information is considered which can be viewed as the transmission of a garbled version of a Gaussian message over a number of noisy channels under a fidelity criterion. It is shown that the optimum solution (under a quadratic loss functional) consists of linearly transforming the garbled message to a certain (optimum) power level P* and then optimally decoding it by using a linear transformation at the receiving end. P* is determined by the solution of a fifth-order algebraic equation. An extension of this result to the case when the channel noise is correlated with the input random variable is discussed, and it is shown that for the single-channel case the optimum solution is again linear.",
author = "Rajesh Bansal and Basar, {M Tamer}",
year = "1987",
month = "12",
day = "1",
language = "English (US)",
pages = "1102--1103",
journal = "Proceedings of the IEEE Conference on Decision and Control",
issn = "0191-2216",
publisher = "Institute of Electrical and Electronics Engineers Inc.",

}

TY - JOUR

T1 - SOLUTIONS TO A CLASS OF LINEAR-QUADRATIC-GAUSSIAN (LQG) STOCHASTIC TEAM PROBLEMS WITH NONCLASSICAL INFORMATION.

AU - Bansal, Rajesh

AU - Basar, M Tamer

PY - 1987/12/1

Y1 - 1987/12/1

N2 - A stochastic dynamic team problem with two controllers and nonclassical information is considered which can be viewed as the transmission of a garbled version of a Gaussian message over a number of noisy channels under a fidelity criterion. It is shown that the optimum solution (under a quadratic loss functional) consists of linearly transforming the garbled message to a certain (optimum) power level P* and then optimally decoding it by using a linear transformation at the receiving end. P* is determined by the solution of a fifth-order algebraic equation. An extension of this result to the case when the channel noise is correlated with the input random variable is discussed, and it is shown that for the single-channel case the optimum solution is again linear.

AB - A stochastic dynamic team problem with two controllers and nonclassical information is considered which can be viewed as the transmission of a garbled version of a Gaussian message over a number of noisy channels under a fidelity criterion. It is shown that the optimum solution (under a quadratic loss functional) consists of linearly transforming the garbled message to a certain (optimum) power level P* and then optimally decoding it by using a linear transformation at the receiving end. P* is determined by the solution of a fifth-order algebraic equation. An extension of this result to the case when the channel noise is correlated with the input random variable is discussed, and it is shown that for the single-channel case the optimum solution is again linear.

UR - http://www.scopus.com/inward/record.url?scp=0023581507&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0023581507&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0023581507

SP - 1102

EP - 1103

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

SN - 0191-2216

ER -