# Discrete-time linear-quadratic singular control and constant directions

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## Keywords

Control Problem Optimal Control Problem Riccati Equation Control Sequence Full Column Rank
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## References

- [1]D. Rappaport, "Constant directions of the Riccati equation",
*Automatica*, Vol. 8, 1972, pp. 175–186.Google Scholar - [2]R.S. Bucy, D. Rappaport and L.M. Silverman, "Correlated noise filtering and invariant directions of the Riccati equation",
*IEEE Trans. Automatic Control*, Vol. AC-15, 1970, pp. 535–540.Google Scholar - [3]M. Gevers and T. Kailath, "Constant, predictable and degenerate directions of the discrete-time Riccati equation",
*Automatica*, Vol. 9, 1973, pp. 699–711.Google Scholar - [4]L.M. Silverman, "Discrete Riccati Equations", Control and Dynamic Systems, Vol. 12, ed. C.T. Leondes, Academic Press, N.Y., 1976, pp. 313–386.Google Scholar
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*IEEE Trans. Automatic Control*, Vol. AC-19, 1974, pp. 315–323.Google Scholar - [6]M. Morf and T. Kailath, "Square-root algorithms for least squares estimation",
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*Automatica*, Vol. 13, 1977, to appear.Google Scholar - [8]H.H. Rosenbrock, State Space and Multivariable Theory, T. Nelson and Sons, London, 1970.Google Scholar
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