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Extended optimality properties of the linear quadratic regulator and stationary Kalman filter
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    Extended optimality properties of the linear quadratic regulator and stationary Kalman filter (English)
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    1990
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    infinite-time linear quadratic regulator problem
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    worst case \(L^ 1\)- disturbances
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    stationary Kalman filter
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    bounded energy signals
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    worst- case energy signals
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