Before revision: Under suitable conditions, which need to be properly stated, can be chosen in the form where is the linear least-squares estimate of the state vector obtained from the Kalman filter where is the gain of the optimal linear-quadratic regulator obtained by taking and deterministic, and where is the Kalman gain.
After revision: the optimal policyUnder suitable conditions, which need to be properly stated, can be chosen in the form where is the linear least-squares estimate of the state vector obtained from the Kalman filter where is the gain of the optimal linear-quadratic regulator obtained by taking and deterministic, and where is the Kalman gain.