Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations

DOI10.1016/j.cam.2011.09.017zbMath1236.93054OpenAlexW1964040721MaRDI QIDQ654772

Khalide Jbilou, Abderrahman Bouhamidi, Mohammed Heyouni

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

zbMATH Keywords

Newton methodlow rankextended block Krylov subspacesblock Arnoldi methodsblock Krylov methodsdiscrete Riccati equations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Large-scale systems (93A15)

Related Items

On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations ⋮ A new subspace iteration method for the algebraic Riccati 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 ⋮ Fast verified computation for stabilizing solutions of discrete-time algebraic Riccati equations ⋮ Robust verification algorithm for stabilizing solutions of discrete-time algebraic Riccati equations ⋮ Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems

Uses Software

• RICPAC

Cites Work

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