U-D factorisation of the strengthened discrete-time optimal projection equations (Q2798428)

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U-D factorisation of the strengthened discrete-time optimal projection equations
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    U-D factorisation of the strengthened discrete-time optimal projection equations (English)
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    12 April 2016
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    systems with state and control-dependent noise
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    optimal reduced-order controller design
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    compensability and optimal compensation
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    multiplicative white noise
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    stochastic parameters
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    UDU factorization
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