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math.OC2022
Inheritance properties of the conjugate discrete-time algebraic Riccati equation
Chun-Yueh Chiang, Hung-Yuan Fan
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…
math.OC2021
An efficient iteration for the extremal solutions of discrete-time algebraic Riccati equations
Chun-Yueh Chiang, Hung-Yuan Fan
Algebraic Riccati equations (AREs) have been extensively applicable in linear optimal control problems and many efficient numerical methods were developed. The most attention of nu…