Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations

Liping Zhang, Hung Yuan Fan, Eric King wah Chu

研究成果: 雜誌貢獻文章

摘要

We investigate the theory behind the Krylov subspace methods for large-scale continuous-time algebraic Riccati equations. We show that the solvability of the projected algebraic Riccati equation need not be assumed but can be inherited. This study of inheritance properties is the first of its kind. We study the stabilizability and detectability of the control system, the stability of the associated Hamiltonian matrix and perturbation in terms of residuals. Special attention is paid to the stabilizing and positive semi-definite properties of approximate solutions. Illustrative numerical examples for the inheritance properties are presented.

原文英語
文章編號112685
期刊Journal of Computational and Applied Mathematics
371
DOIs
出版狀態已發佈 - 2020 六月
對外發佈Yes

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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