UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems (Q2511946)

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UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems
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    UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems (English)
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    7 August 2014
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    non-linearly coupled discrete-time Lyapunov equations
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    optimal reduced-order LQG control
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    restricted complexity controllers
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    UDU factorisation
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