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The control of discrete time nonlinear stochastic systems under ann-step-delay sharing pattern is considered. Nonclassical separation properties are derived. It is shown that only the "common data" to the controllers are to be used for estimation purposes. Furthermore, for LQG systems with a delayed sharing information pattern, the best linear controller is shown to obey a separation principle.
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B. Kurtaran (1976) studied this question.
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