A formula for the optimal cost in the general discrete-time LEQG problem (Q1049118)

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A formula for the optimal cost in the general discrete-time LEQG problem
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    A formula for the optimal cost in the general discrete-time LEQG problem (English)
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    8 January 2010
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    linear optimal control
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    discrete-time systems
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    optimal estimation
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    quadratic performance indices
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    dynamic output feedback control
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    dynamic programming
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