Correspondence item: Comments on: Optimal stochastic control for discrete-time linear systems with interrupted observations

  • Authors:

  • Åke Wernersson

  • Affiliations:

  • The Institute for Optimization and Systems Theory, The Royal Institute of Technology, S-100 44 Stockholm 70, Sweden

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1974

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Abstract

In a recent paper [1] a control law was found, which was claimed to be optimal. Here we point out an error in the proof and give a counterexample. In fact, the control law in [1] can be seen as a ''passive open loop approximation''. We suggest also a control law which actively identifies the random variables in the loop.