Analysis of Krylov subspace approximation to large-scale differential Riccati equations

DOI10.1553/ETNA_VOL52S431zbMath1456.65019arXiv1705.07507OpenAlexW3134025662MaRDI QIDQ2218919

Koskela Antti, Hermann Mena

Publication date: 18 January 2021

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.07507

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zbMATH Keywords

ordinary differential equationsKrylov subspace methodslow-rank approximationoptimal control problemsmodel order reductionexponential integratorsdifferential Riccati equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Iterative numerical methods for linear systems (65F10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Large-scale systems (93A15) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for matrix equations (65F45)

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