UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems

Journal Article (2004)
Author(s)

L. Gerard van Willigenburg (External organisation)

Willem De Koning (TU Delft - Discrete Mathematics and Optimization)

Research Group
Discrete Mathematics and Optimization
More Info
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Publication Year
2004
Research Group
Discrete Mathematics and Optimization
Bibliographical Note
NEO/sb@en
Volume number
10
Pages (from-to)
588-601

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