Inheritance properties of the conjugate discrete-time algebraic Riccati equation

DOI10.1016/j.laa.2023.11.011arXiv2212.01966MaRDI QIDQ6187354

Chun-Yueh Chiang, Hung-Yuan Fan

Publication date: 15 January 2024

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.01966

zbMATH Keywords

fixed-point iterationmaximal solutioninheritance propertyantilinear systemconjugate discrete-time algebraic Riccati equationLQR control problem

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Cites Work

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• Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
• A Schur method for solving algebraic Riccati equations
• On the numerical solution of the discrete-time algebraic Riccati equation
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method
• Structure-Preserving Doubling Algorithms for Nonlinear Matrix Equations
• Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
• Unnamed Item

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