Analysis of an Iteration Method for the Algebraic Riccati Equation
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Publication:2813330
DOI10.1137/140985792zbMath1339.15010OpenAlexW2279588114MaRDI QIDQ2813330
Timo Reis, Mark R. Opmeer, Arash Massoudi
Publication date: 23 June 2016
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: http://opus.bath.ac.uk/49364/4/98579.pdf
algebraic Riccati equationlinear-quadratic optimal controlADI iterationnumerical method in control theory
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Related Items (9)
A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ On a family of low-rank algorithms for large-scale algebraic Riccati equations ⋮ The intrinsic Toeplitz structure and its applications in algebraic Riccati equations ⋮ The ADI method for bounded real and positive real Lur'e equations ⋮ RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations ⋮ An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations ⋮ Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations ⋮ 2 Balancing-related model reduction methods ⋮ Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations
Uses Software
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