Analysis of Krylov subspace approximation to large-scale differential Riccati equations
DOI10.1553/etna_vol52s431zbMath1456.65019arXiv1705.07507OpenAlexW3134025662MaRDI QIDQ2218919
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
ordinary differential equationsKrylov subspace methodslow-rank approximationoptimal control problemsmodel order reductionexponential integratorsdifferential Riccati equations
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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