Reducing the dimensionality of linear quadratic control problems (Q959725)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reducing the dimensionality of linear quadratic control problems |
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Reducing the dimensionality of linear quadratic control problems (English)
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12 December 2008
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linear-quadratic control
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Riccati equation
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Riccati reduction
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Kalman filtering
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intertemporal optimization
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