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。 ------------------------------------------------------------- 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