Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations

DOI10.1137/18M1178815MaRDI QIDQ4686351

Tony Stillfjord

Publication date: 10 October 2018

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.02197

zbMATH Keywords

low rankinfinite dimensionalsingular value decaydifferential Riccati equationsoperator-valueddifferential Lyapunov equations

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Equations involving linear operators, with operator unknowns (47A62) Local spectral properties of linear operators (47A11)

Related Items

Decay of singular values for infinite-dimensional systems with Gevrey regularity, A low-rank solution method for Riccati equations with indefinite quadratic terms, Positivity preserving exponential integrators for differential Riccati equations, Modified Douglas splitting method for differential matrix equations, Exponential integrators for large-scale stiff Riccati differential equations, Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations, Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations, Solving differential Riccati equations: a nonlinear space-time method using tensor trains, Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations, High order approximations of the operator Lyapunov equation have low rank

Uses Software

• FreeFem++

Cites Work

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