Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations
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Publication:4686351
DOI10.1137/18M1178815MaRDI QIDQ4686351
Publication date: 10 October 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.02197
low rankinfinite dimensionalsingular value decaydifferential Riccati equationsoperator-valueddifferential Lyapunov equations
Linear-quadratic optimal control problems (49N10) Equations involving linear operators, with operator unknowns (47A62) Local spectral properties of linear operators (47A11)
Related Items (10)
Decay of singular values for infinite-dimensional systems with Gevrey regularity ⋮ A low-rank solution method for Riccati equations with indefinite quadratic terms ⋮ Positivity preserving exponential integrators for differential Riccati equations ⋮ Modified Douglas splitting method for differential matrix equations ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ Solving differential Riccati equations: a nonlinear space-time method using tensor trains ⋮ Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations ⋮ High order approximations of the operator Lyapunov equation have low rank
Uses Software
Cites Work
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