求解離散時間代數黎卡迪方程式投影法的繼承性質

We apply the Krylov subspace methods to large-scale discrete-time algebraic Riccati equations. The solvability of the projected algebraic Riccati equation is not assumed but is shown to inherit from the original equation. Solvability in terms of stabilizability, detectability, stability radius of the associated Hamiltonian matrix and perturbation theory are considered. We pay particular attention to the stabilizing and the positive semi-definite properties of approximate solutions. Illustrative numerical examples are presented.