Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case (Q2504566)

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Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case
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    Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case (English)
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    25 September 2006
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    discrete-time systems
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    quadratic cost function
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    finite-horizon LQ problem
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    extended symplectic system
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