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

Journal article (2004)

Authors

L. Gerard Van Willigenburg External organisation
W.L. de Koning Discrete Mathematics and Optimization - EEMCS
Research Group
Discrete Mathematics and Optimization (EEMCS) (TU Delft)
More Info
expand_more

Published Date

2004

Language

Undefined/Unknown

Reuse Rights

Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Discrete Mathematics and Optimization