Numerical Solution of Projected Algebraic Riccati Equations

DOI10.1137/130923993MaRDI QIDQ5495200zbMATH OpenOpenAlexWikidataFDO

Authors Peter Benner, Tatjana Stykel

Publication date 31 July 2014

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11858/00-001M-0000-0019-1836-B

zbMATH Keywords

alternating direction implicit methodNewton's methodnumerical experimentprojected Lyapunov equationprojected Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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Cited in

(16)

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• Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
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• Optimal Control-Based Feedback Stabilization of Multi-field Flow Problems
• Model order reduction for differential-algebraic equations: a survey
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• Discounted cost linear quadratic Gaussian control for descriptor systems
• Balancing based model reduction for structured index-2 unstable descriptor systems with application to flow control
• Control of time-varying systems based on forward Riccati formulation in hybrid functions domain
• Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
• Feedback control of time-dependent nonlinear PDEs with applications in fluid dynamics
• Calculation of orthogonal projections and the solution of the matrix algebraic Riccati equation

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