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

Journal article (2004)

Authors

LG van Willigenburg External organisation
W.L. de Koning Discrete Mathematics and Optimization - EEMCS
Research Group
Discrete Mathematics and Optimization (EEMCS) (TU Delft)
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Published Date

2004

Language

Undefined/Unknown

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Discrete Mathematics and Optimization