Coupled matrix Riccati equations in minimal cost variance control problems

Gerhard Freiling, S.R. Lee, Gerhard Jank

IEEE Trans. Automat. Control 44 (1999), no. 3, 556--560.

BibTex references

@Article\{FLJ99,

author = "Freiling, Gerhard and Lee, S.R. and Jank, Gerhard",

title = "Coupled matrix Riccati equations in minimal cost variance control problems",

journal = "IEEE Trans. Automat. Control",

number = "3",

volume = "44",

pages = "556--560",

year = "1999",

}