An invariant subspace method for large-scale algebraic Riccati equation

DOI10.1016/j.apnum.2009.09.006zbMath1227.65053OpenAlexW1963626242MaRDI QIDQ607117

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

zbMATH Keywords

stabilizationalgebraic Riccati equationnumerical examplesinvariant subspacefeedback controlHamiltonian matrixlow-rank approximationlinear time-invariant dynamical system

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Feedback control (93B52) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (17)

Adaptive high-order splitting schemes for large-scale differential Riccati equations ⋮ Methods for solution of large optimal control problems that bypass open-loop model reduction ⋮ A new subspace iteration method for the algebraic Riccati equation ⋮ Boundary Stabilization of the Navier--Stokes Equations in the Case of Mixed Boundary Conditions ⋮ Numerical simulations for the stabilization and estimation problem of a semilinear partial differential equation ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ 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 ⋮ The intrinsic Toeplitz structure and its applications in algebraic Riccati equations ⋮ Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis ⋮ 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 ⋮ A stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation ⋮ Krylov subspace methods for discrete-time algebraic Riccati equations ⋮ Large-scale algebraic Riccati equations with high-rank constant terms ⋮ Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations ⋮ KRYLOV SUBSPACE METHODS OF HESSENBERG BASED FOR ALGEBRAIC RICCATI EQUATION

Uses Software

• eigs
• ARPACK
• IRAM
• CAREX

Cites Work

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