In a linear-quadratic-Gaussian control problem, the optimal control applies the full-information linear-quadratic feedback law to the conditional state estimate. The control gain is independent of the state-estimation error covariance.
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The separation principle is a concept that can be applied in various fields, including control theory, economics, and decision-making processes. Here are some prominent interpretations of the separation principle based on different contexts: 1. **Control Theory**: In control theory, the separation principle refers to the idea that the control design process can be separated from the state estimation process.