Inheritance properties of the conjugate discrete-time algebraic Riccati equation

Chun Yueh Chiang, Hung Yuan Fan*


研究成果: 雜誌貢獻期刊論文同行評審

1 引文 斯高帕斯(Scopus)


In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under mild and reasonable assumptions, the existence of the maximal solution to the conjugate discrete-time Riccati equation, in which the control weighting matrix is nonsingular and its constant term is Hermitian, will be inherited to a transformed discrete-time algebraic Riccati equation. Based on this inheritance property, an accelerated fixed-point iteration is proposed for finding the maximal solution via the transformed Riccati equation. Numerical examples are shown to illustrate the correctness of our theoretical results and the feasibility of the proposed algorithm.

頁(從 - 到)71-97
期刊Linear Algebra and Its Applications
出版狀態已發佈 - 2024 2月 15

ASJC Scopus subject areas

  • 代數與數理論
  • 數值分析
  • 幾何和拓撲
  • 離散數學和組合


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