Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise

Tyrone E. Duncan, Bozenna Pasik-Duncan. Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise. IEEE Trans. Automat. Contr., 58(5):1290-1293, 2013. [doi]

Authors

Tyrone E. Duncan

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Bozenna Pasik-Duncan

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