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[00546] Recent advances on the conjugate discrete-time algebraic Riccati equation.

  • Session Time & Room : 3E (Aug.23, 17:40-19:20) @G304
  • Type : Contributed Talk
  • Abstract : In this talk, we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. A constructive proof is given for the existence of the maximal solution. Furthermore, an accelerated fixed-point iteration based on the semigroup property is developed for computing the maximal solution and the convergences is at least R-superlinear. An example is given to demonstrate the correctness of our main theorem.
  • Classification : 15A24, 65H05, 93A99
  • Format : Talk at Waseda University
  • Author(s) :
    • Chun-Yueh Chiang (Center for General Education, National Formosa University)
    • Hung-Yuan Fan (National Taiwan Normal University)