Large-scale algebraic Riccati equations with high-rank constant terms (Q2315835): Difference between revisions

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English	Large-scale algebraic Riccati equations with high-rank constant terms	scientific article

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scholarly article

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Large-scale algebraic Riccati equations with high-rank constant terms (English)

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Eric King-Wah Chu

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Journal of Computational and Applied Mathematics

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publication date

26 July 2019

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zbMATH Keywords

algebraic Riccati equation

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feedback gain

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high-rank constant term

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large-scale problem

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LQR optimal control

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2019.04.014

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A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations

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The autonomous linear quadratic control problem. Theory and numerical solution

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Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition

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Application of the Newton iteration algorithm to the parameter estimation for dynamical systems

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Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations

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A Schur method for solving algebraic Riccati equations

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The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method

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On the numerical solution of large-scale sparse discrete-time Riccati equations

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Approximation of Large-Scale Dynamical Systems

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An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation

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Block Krylov subspace methods for large algebraic Riccati equations

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An Arnoldi based algorithm for large algebraic Riccati equations

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Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems

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An invariant subspace method for large-scale algebraic Riccati equation

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Gradient based iterative algorithms for solving a class of matrix equations

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Iterative least-squares solutions of coupled sylvester matrix equations

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On Iterative Solutions of General Coupled Matrix Equations

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Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle

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Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)

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Gradient based iterative solutions for general linear matrix equations

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Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)

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Iterative algorithms for \(X+A^{\mathrm T}X^{-1}A=I\) by using the hierarchical identification principle

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Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis

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Solving large-scale continuous-time algebraic Riccati equations by doubling

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Stabilization of Incompressible Flow Problems by Riccati-based Feedback

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Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations

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Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory

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Identifiers

zbMATH Open document ID

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10.1016/j.cam.2019.04.014

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2315835

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