On the maximal solution of the conjugate discrete-time algebraic Riccati equation

DOI10.1016/j.aml.2022.108438zbMath1500.49020arXiv2205.14423OpenAlexW4281765676MaRDI QIDQ2080880

Chun-Yueh Chiang, Hung-Yuan Fan

Publication date: 11 October 2022

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.14423

zbMATH Keywords

fixed-point iterationmaximal solutionantilinear systemconjugate discrete-time algebraic Riccati equationconjugate Stein matrix equationlinear quadratic regulation control problem

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Linear-quadratic optimal control problems (49N10) Discrete version of topics in analysis (39A12) Optimality conditions for problems involving relations other than differential equations (49K21)

Related Items (1)

Inheritance properties of the conjugate discrete-time algebraic Riccati equation

Cites Work

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• Complex conjugate matrix equations for systems and control
• Linear quadratic regulation for discrete-time antilinear systems: an anti-Riccati matrix equation approach
• Verified computation for the Hermitian positive definite solution of the conjugate discrete-time algebraic Riccati equation
• An accelerated technique for solving one type of discrete-time algebraic Riccati equations
• On the semigroup property for some structured iterations

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