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

LG van Willigenburg, WL de Koning

Research output: Contribution to journal › Article › Scientific › peer-review

NEO/sb

Keywords

@article{b9513632e0454d888e1b5c80cf60bfdd,

title = "UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems",

keywords = "academic journal papers, ZX CWTS JFIS < 1.00",

author = "{van Willigenburg}, LG and {de Koning}, WL",

note = "NEO/sb",

year = "2004",

language = "Undefined/Unknown",

volume = "10",

pages = "588--601",

journal = "European Journal of Control",

issn = "0947-3580",

publisher = "Lavoisier",

}

TY - JOUR

T1 - UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems

AU - van Willigenburg, LG

AU - de Koning, WL

N1 - NEO/sb

PY - 2004

Y1 - 2004

KW - academic journal papers

KW - ZX CWTS JFIS < 1.00

UR - http://www.aenf.wau.nl/mrs/staff/willigenburg/research/EJC2005_1.pdf

M3 - Article

SN - 0947-3580

VL - 10

SP - 588

EP - 601

JO - European Journal of Control

JF - European Journal of Control

ER -