separation theorem

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separation theorem

[‚sep·ə′rā·shən ‚thir·əm]
(control systems)
A theorem in optimal control theory which states that the solution to the linear quadratic Gaussian problem separates into the optimal deterministic controller (that is, the optimal controller for the corresponding problem without noise) in which the state used is obtained as the output of an optimal state estimator.
References in periodicals archive ?
In Chapter 4 the Fisher Separation Theorem is proved under uncertainty in different cases.
This paper extends the Fisher Separation Theorem of finance and microeconomic theory to include the Keynesian model of macroeconomics.
The Fisher separation theorem of finance theory is an application of pure microeconomics and has appeared in standard general finance textbooks for years [Brealy, Myers, Sick, and Whaley, 1986].