UDU Factored Discrete-Time Lyapunov Recursions Solve Optimal Reduced-Order LQG Problems.

L. G. van Willigenburg Willem L. De Koning

Published in: Eur. J. Control (2004)

Keyphrases

optimal control
reduced order
linear quadratic
dynamic programming
closed loop
motion planning
random variables
computer vision
image processing
mathematical model
input output
dynamical systems