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 |
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文章編號 | 112685 |
期刊 | Journal of Computational and Applied Mathematics |
卷 | 371 |
DOIs | |
出版狀態 | 已發佈 - 2020 6月 |
ASJC Scopus subject areas
- 計算數學
- 應用數學