[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.
