A. J. Shaiju, Ian R. Petersen. A formula for the optimal cost in the general discrete-time LEQG problem. Automatica, 45(10):2419-2426, 2009. [doi]
@article{ShaijuP09-0,
title = {A formula for the optimal cost in the general discrete-time LEQG problem},
author = {A. J. Shaiju and Ian R. Petersen},
year = {2009},
doi = {10.1016/j.automatica.2009.06.029},
url = {http://dx.doi.org/10.1016/j.automatica.2009.06.029},
researchr = {https://researchr.org/publication/ShaijuP09-0},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {45},
number = {10},
pages = {2419-2426},
}