An invariant subspace method for large-scale algebraic Riccati equation
DOI10.1016/J.APNUM.2009.09.006zbMATH Open1227.65053OpenAlexW1963626242MaRDI QIDQ607117FDOQ607117
Authors: Luca Amodei, Jean-Marie Buchot
Publication date: 19 November 2010
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2009.09.006
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numerical examplesinvariant subspacelow-rank approximationfeedback controlstabilizationalgebraic Riccati equationHamiltonian matrixlinear time-invariant dynamical system
Numerical optimization and variational techniques (65K10) Feedback control (93B52) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)
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Cited In (24)
- Low-rank generalized alternating direction implicit iteration method for solving matrix equations
- A stabilization algorithm of the Navier-Stokes equations based on algebraic Bernoulli equation
- A new subspace iteration method for the algebraic Riccati equation.
- Krylov subspace methods for discrete-time algebraic Riccati equations
- Boundary Stabilization of the Navier--Stokes Equations in the Case of Mixed Boundary Conditions
- Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
- Singular Riccati equations stabilizing large-scale systems
- Adaptive high-order splitting schemes for large-scale differential Riccati equations
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations
- Large-scale algebraic Riccati equations with high-rank constant terms
- A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems
- Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces
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- Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis
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- On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
- On a family of low-rank algorithms for large-scale algebraic Riccati equations
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