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]

Authors

L. G. Van Willigenburg

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Willem L. De Koning

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