Abstract
The distributed parameter Linear Quadratic Gaussian (LQG) optimal sensor and actuator location problem is considered. The sensor and actuator locations are chosen to minimize the performance criterion on the LQG problem. Necessary and sufficient conditions for the optimal locations are derived based on evolution operator theory. It is shown that the optimal sensor and actuator locations can be determined separately and that a duality holds between them. Numerical examples involving a one-dimensional heat conduction system are presented.
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