Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations

DOI10.1016/j.amc.2021.126401OpenAlexW3171592794WikidataQ115361104 ScholiaQ115361104MaRDI QIDQ2245033

Jan Heiland, Maximilian Behr, Peter Benner

Publication date: 12 November 2021

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2021.126401

zbMATH Keywords

optimal controllinear-quadratic regulatorlow-rank methodsdifferential Riccati equationDavison-Maki method

Mathematics Subject Classification ID

Numerical linear algebra (65Fxx) Basic linear algebra (15Axx) Controllability, observability, and system structure (93Bxx)

Cites Work

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