Abstract: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 some mild assumptions and the framework of the fixed-point iteration, a constructive proof is given for 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. Moreover, starting with a suitable initial matr… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.