A recursive construction algorithm for covariance control (Q4396099)

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scientific article; zbMATH DE number 1164569
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A recursive construction algorithm for covariance control
scientific article; zbMATH DE number 1164569

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    A recursive construction algorithm for covariance control (English)
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    11 June 1998
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    symmetric solution of matrix equations
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    recursive computation
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    algorithm
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    covariance controllers
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    computational complexity
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