Generalized LQR Control and Kalman Filtering With Relations to Computations of Inner–Outer and Spectral Factorizations

DOI10.1109/TAC.2006.872840zbMath1366.93654OpenAlexW2121039354WikidataQ114085495 ScholiaQ114085495MaRDI QIDQ5281802

Xi-Ren Cao, Guoxiang Gu, Hesham Badr

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2006.872840

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear-quadratic optimal control problems (49N10)

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