UDU Factored Discrete-Time Lyapunov Recursions Solve Optimal Reduced-Order LQG Problems

L. G. Van Willigenburg, Willem L. De Koning. UDU Factored Discrete-Time Lyapunov Recursions Solve Optimal Reduced-Order LQG Problems. Eur. J. Control, 10(6):588-601, 2004. [doi]

Abstract

Abstract is missing.