Generalized LQR control and Kalman filtering with relations to computations of inner-outer and spectral factorizations

Guoxiang Gu, Xi-Ren Cao, Hesham Badr. Generalized LQR control and Kalman filtering with relations to computations of inner-outer and spectral factorizations. IEEE Trans. Automat. Contr., 51(4):595-605, 2006. [doi]

Abstract

Abstract is missing.