Weighted least squares stationary approximations to linear systems

DOI10.1109/TAC.1972.1099935zbMath0258.93007MaRDI QIDQ5675584

Gerald J. Bierman

Publication date: 1972

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

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (1)

A survey of recursive algorithms for the solution of the discrete time Riccati Equation

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