Block Krylov subspace methods for large algebraic Riccati equations

DOI10.1023/B:NUMA.0000005349.18793.28zbMath1045.65036OpenAlexW2015445558MaRDI 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\(H_2\)-controlmodel reductiondiscrete-timeKrylov subspace methodArnoldi algorithm\(H_{\infty}\) controlalgebraic Riccati equationslow rank approximationsparse systemscontinuous-timelinear-quadratic regulator problemsiterative projection algorithms

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

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