Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations
DOI10.1016/J.CAM.2011.09.017zbMATH Open1236.93054OpenAlexW1964040721MaRDI QIDQ654772FDOQ654772
Authors: A. Bouhamidi, Mohammed Heyouni, Khalide Jbilou 
Publication date: 21 December 2011
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2011.09.017
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Cites Work
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- The autonomous linear quadratic control problem. Theory and numerical solution
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- A Schur method for solving algebraic Riccati equations
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
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- On the numerical solution of large-scale sparse discrete-time Riccati equations
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- A Generalized Eigenvalue Approach for Solving Riccati Equations
- An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem
- Optimal state estimation in high noise
- Solving the algebraic Riccati equation with the matrix sign function
- A hybrid method for the numerical solution of discrete-time algebraic Riccati equations
- A Symplectic Orthogonal Method for Single Input or Single Output Discrete Time Optimal Quadratic Control Problems
- Sensitivity of the stable discrete-time Lyapunov equation
Cited In (12)
- Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations
- An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
- On the numerical solution of large-scale sparse discrete-time Riccati equations
- A new subspace iteration method for the algebraic Riccati equation
- Block Krylov subspace methods for large algebraic Riccati equations
- Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
- A block Arnoldi based method for the solution of the Sylvester-observer equation
- State estimation and control for networked control systems in the presence of correlated packet drops
- On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations
- On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations
- Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations
- The Block Rational Arnoldi Method
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