Block Krylov subspace methods for large algebraic Riccati equations

DOI10.1023/B:NUMA.0000005349.18793.28zbMath1045.65036MaRDI QIDQ1418851

Khalide Jbilou

Publication date: 14 January 2004

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:numa.0000005349.18793.28

zbMATH Keywords

numerical examples; \(H_2\)-control; model reduction; discrete-time; Krylov subspace method; Arnoldi algorithm; \(H_{\infty}\) control; algebraic Riccati equations; low rank approximation; sparse systems; continuous-time; linear-quadratic regulator problems; iterative projection algorithms

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65K10: Numerical optimization and variational techniques

93C55: Discrete-time control/observation systems

93B36: (H^infty)-control

15A24: Matrix equations and identities

65F10: Iterative numerical methods for linear systems

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