A Low-Rank Solution Method for Riccati Equations with Indefinite Quadratic Terms

Autor:	Steffen W. R. Werner, Jan Heiland, Peter Benner
Rok vydání:	2023
Předmět:	Optimization and Control (math.OC) Applied Mathematics ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION FOS: Mathematics MathematicsofComputing_NUMERICALANALYSIS Numerical Analysis (math.NA) Mathematics - Numerical Analysis Mathematics - Optimization and Control
Zdroj:	Numerical Algorithms
Popis:	Algebraic Riccati equations with indefinite quadratic terms play an important role in applications related to robust controller design. While there are many established approaches to solve these in case of small-scale dense coefficients, there is no approach available to compute solutions in the large-scale sparse setting. In this paper, we develop an iterative method to compute low-rank approximations of stabilizing solutions of large-scale sparse continuous-time algebraic Riccati equations with indefinite quadratic terms. We test the developed approach for dense examples in comparison to other established matrix equation solvers, and investigate the applicability and performance in large-scale sparse examples. 19 pages, 2 figures, 5 tables
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::209cfd02fb4a47f4c49dde0d292ec5e5 https://hdl.handle.net/21.11116/0000-0009-7D49-A21.11116/0000-0009-7D4B-821.11116/0000-000C-D93D-C Zobrazit plný text záznamu