On the polynomial equations for the MIMO LQ stochastic regulator

The role played by three polynomial equations in the LQ stochastic regulation problem is discussed. The emphasis is on establishing conditions under which the LQ regulator can be obtained via the solution of a single uncoupled Diophantine equation. Nevertheless, the authors do not claim that there is any advantage in solving a single uncoupled equation in place of two coupled Diophantine equations.<
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