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]
@article{WilligenburgK04,
title = {UDU Factored Discrete-Time Lyapunov Recursions Solve Optimal Reduced-Order LQG Problems},
author = {L. G. Van Willigenburg and Willem L. De Koning},
year = {2004},
doi = {10.3166/ejc.10.588-601},
url = {http://dx.doi.org/10.3166/ejc.10.588-601},
researchr = {https://researchr.org/publication/WilligenburgK04},
cites = {0},
citedby = {0},
journal = {Eur. J. Control},
volume = {10},
number = {6},
pages = {588-601},
}