"UDU Factored Discrete-Time Lyapunov Recursions Solve Optimal Reduced-Order ..."

L. G. van Willigenburg, Willem L. De Koning (2004)

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DOI: 10.3166/EJC.10.588-601

access: closed

type: Journal Article

metadata version: 2018-11-30

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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)

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