T factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming

Patrícia Helena Moraes Rêgo, João Viana da Fonseca Neto, Ernesto Franklin Marcal Ferreira. T factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming. Int. J. Systems Science, 46(11):2006-2028, 2015. [doi]

Abstract

Abstract is missing.