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]
Identifier
- DOI: 10.1109/9.751349
- RWTH PUBLICATIONS: RWTH-CONV-021622