Four extremal solutions of discrete-time algebraic Riccati equations: existence theorems and computation

DOI10.1007/s13160-024-00663-5zbMath1548.49039MaRDI QIDQ6614966

Chun-Yueh Chiang, Hung-Yuan Fan

Publication date: 8 October 2024

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

extremal solutionsdiscrete-time algebraic Riccati equationsemigroup propertystabilizing solutionantistabilizing solutionaccelerated fixed-point iteration

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Matrix equations and identities (15A24) Linear optimal control problems (49N05) Matrix and operator functional equations (39B42) Numerical methods for matrix equations (65F45)

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