Tetsuya Iwasaki, Robert E. Skelton, Martin J. Corless. A recursive construction algorithm for covariance control. IEEE Trans. Automat. Contr., 43(2):268-272, 1998. [doi]
@article{IwasakiSC98, title = {A recursive construction algorithm for covariance control}, author = {Tetsuya Iwasaki and Robert E. Skelton and Martin J. Corless}, year = {1998}, doi = {10.1109/9.661079}, url = {https://doi.org/10.1109/9.661079}, researchr = {https://researchr.org/publication/IwasakiSC98}, cites = {0}, citedby = {0}, journal = {IEEE Trans. Automat. Contr.}, volume = {43}, number = {2}, pages = {268-272}, }