Least squares stationary optimal control and the algebraic Riccati equation. Willems, J. Automatic Control, IEEE Transactions on, 16(6):621–634, 1971.
Least squares stationary optimal control and the algebraic Riccati equation [link]Paper  bibtex   
@article{ willems_least_1971,
  title = {Least squares stationary optimal control and the algebraic Riccati equation},
  volume = {16},
  url = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1099831},
  number = {6},
  urldate = {2013-09-24},
  journal = {Automatic Control, {IEEE} Transactions on},
  author = {Willems, Jan},
  year = {1971},
  pages = {621–634}
}

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