Discussion on: ``UDU factored discrete-time Lyapunov recursions and optimal reduced-order LQG problems

DOI10.1016/S0947-3580(04)70409-4zbMath1293.49087OpenAlexW2060377339MaRDI QIDQ2511947

Majura F. Selekwa

Publication date: 7 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0947-3580(04)70409-4

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)

Cites Work

• Numerical algorithms and issues concerning the discrete-time optimal projection equations.
• Factorization methods for discrete sequential estimation
• UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems
• Efficient time propagation of U-D covariance factors

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