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]
@article{DuncanP13, title = {Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise}, author = {Tyrone E. Duncan and Bozenna Pasik-Duncan}, year = {2013}, doi = {10.1109/TAC.2012.2220444}, url = {http://dx.doi.org/10.1109/TAC.2012.2220444}, researchr = {https://researchr.org/publication/DuncanP13}, cites = {0}, citedby = {0}, journal = {IEEE Trans. Automat. Contr.}, volume = {58}, number = {5}, pages = {1290-1293}, }