Coupled matrix Riccati equations in minimal cost variance control problems

Freiling, G.; Lee, Seung-Rae; Jank, G.

New York, NY : Institute of Electrical and Electronics Engineers (1999)
Journal Article

In: IEEE transactions on automatic control
Volume: 44
Issue: 3
Page(s)/Article-Nr.: 556-560

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics II (for Engineers) [113210]