A recursive construction algorithm for covariance control

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},
}