An invariant subspace method for large-scale algebraic Riccati equation
From MaRDI portal
Publication:607117
DOI10.1016/j.apnum.2009.09.006zbMath1227.65053MaRDI QIDQ607117
Luca Amodei, Jean-Marie Buchot
Publication date: 19 November 2010
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2009.09.006
stabilization; algebraic Riccati equation; numerical examples; invariant subspace; feedback control; Hamiltonian matrix; low-rank approximation; linear time-invariant dynamical system
65K10: Numerical optimization and variational techniques
93B52: Feedback control
93C05: Linear systems in control theory
93C15: Control/observation systems governed by ordinary differential equations
Related Items
A stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation, A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems, KRYLOV SUBSPACE METHODS OF HESSENBERG BASED FOR ALGEBRAIC RICCATI EQUATION, Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis, RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations, Numerical simulations for the stabilization and estimation problem of a semilinear partial differential equation, On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces, Adaptive high-order splitting schemes for large-scale differential Riccati equations, Methods for solution of large optimal control problems that bypass open-loop model reduction, Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations, Krylov subspace methods for discrete-time algebraic Riccati equations, Large-scale algebraic Riccati equations with high-rank constant terms, The intrinsic Toeplitz structure and its applications in algebraic Riccati equations, Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations, A new subspace iteration method for the algebraic Riccati equation, Boundary Stabilization of the Navier--Stokes Equations in the Case of Mixed Boundary Conditions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
- Solving the algebraic Riccati equation with the matrix sign function
- The Riccati equation
- The autonomous linear quadratic control problem. Theory and numerical solution
- The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations
- An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem
- A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils
- A new method for computing the stable invariant subspace of a real Hamiltonian matrix
- Block Krylov subspace methods for large algebraic Riccati equations
- Efficient algorithms for generalized algebraic Bernoulli equations based on the matrix sign function
- An Arnoldi based algorithm for large algebraic Riccati equations
- Projection methods for large Lyapunov matrix equations
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
- Projection and deflation method for partial pole assignment in linear state feedback
- A Schur method for solving algebraic Riccati equations
- A Generalized Eigenvalue Approach for Solving Riccati Equations
- Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- ARPACK Users' Guide
- Using the Matrix Sign Function to Compute Invariant Subspaces
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
- The decay of stabilizability with Reynolds number in a linear model of spatially developing flows
- Low Rank Solution of Lyapunov Equations
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
- Optimal state estimation in high noise
- Approximation of Large-Scale Dynamical Systems
