Before revision: Thus the system dynamics are with the second controller's observation equation The objective is to minimize an expected cost function, , where the expectation is taken over the randomness in the initial state and the observation noise , which are distributed independently.
After revision: Thus the system dynamics are with the second controller's observation equation The objective is to minimize an expected cost function , where the expectation is taken over the randomness in the initial state and the observation noise , which are distributed independently.