Efficient matrix-valued algorithms for solving stiff Riccati differential equations
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Discrete approximations in optimal control (49M25) Finite difference and finite volume methods for ordinary differential equations (65L12) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Multivariable systems, multidimensional control systems (93C35)
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Cited in
(30)- A Lyapunov formulation for efficient solution of the Poisson and convection-diffusion equations by the differential quadrature method
- Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations.
- Numerical low-rank approximation of matrix differential equations
- Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
- Accurate numerical integration of stiff differential Riccati equations
- Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators
- Exponential integrators for large-scale stiff Riccati differential equations
- On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
- A fixed point-based BDF method for solving differential Riccati equations
- The asymptotic analysis of the structure-preserving doubling algorithms
- A GMRES-based BDF method for solving differential Riccati equations
- Solving stable Sylvester equations via rational iterative schemes
- Robust controllability of linear stochastic uncertain systems
- GIP integrators for matrix Riccati differential equations
- A family of anadromic numerical methods for matrix Riccati differential equations
- Order reduction methods for solving large-scale differential matrix Riccati equations
- Constructing Riccati differential equations with known analytic solutions for numerical experiments
- Computational complexities and storage requirements of some Riccati equation solvers
- Numerical integration of the differential matrix Riccati equation
- Fast enclosure for solutions of Sylvester equations
- Numerical Integration of the Differential Riccati Equation and Some Related Issues
- Solution of the differential Riccati equation using the transmission line modelling (TLM) technique
- A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems
- A new version of the Smith method for solving Sylvester equation and discrete-time Sylvester equation
- Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants
- Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations
- Verified error bounds for solutions of Sylvester matrix equations
- Error analysis of the feedback controls arising in the stochastic linear quadratic control problems
- Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation
- Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts
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