数値解析・応用解析セミナー

7月13日(木)  15:00 -- 16:00 林  敏雄 (中華民国 国立成功大学)
             ``An accelerated technique to solve one type of
               discrete-time algebraic Riccati equations''


＜研究発表要旨＞
The algebraic Riccati equations are encountered in many applications of
control and engineering problems, e.g., LQG problems and H^\infty control 
theory. In this work, we study the properties of one type of discrete-time 
algebraic Riccati equations. Our contribution is twofold. First, we present 
sufficient conditions for the existence of a unique positive definite 
solution. Second, we propose an accelerated algorithm with the rate of 
convergence of any desired order. Numerical experiments strongly support 
that our approach performs extremely well even in the almost critical 
case. As a byproduct, we show that this method is capable of computing 
the unique negative definite solution, once it exists.


●セミナー室: 京都大学 総合研究12号館 2階203号室
            （応用解析学講座セミナー室）

●総合研究12号館はキャンパスマップでは「京都大学本部構内 54番建物」です。
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セミナー連絡先: 京都大学大学院 情報学研究科 先端数理科学専攻
                 磯 祐介    e-mail; iso@i.kyoto-u.ac.jp