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High Performance Computing of SDRE models with Discrete Kalman Filtering for Robust $H_{\infty}$-Controls
State-dependent Riccati equation (SDRE) control requires repeated online solution of continuous-time algebraic Riccati equations (CAREs). A projected-channel $H_\infty$ formulation preserves the physical actuator and sensor dimensions of under-actuated, partially observed systems. We derive a comput
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