Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations

Author:

Benner Peter,Kürschner Patrick,Saak JensORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computer Networks and Communications,Signal Processing,Control and Systems Engineering

Reference47 articles.

1. Matrix Riccati Equations in Control and Systems Theory;Abou-Kandil,2003

2. R. Bartels, G. Stewart, Solution of the matrix equation AX+XB=C: algorithm 432, Commun. ACM 15 (1972) 820–826.

3. P. Benner, Factorized solution of Sylvester equations with applications in control, in: Proceedings of the International Symposium on Mathematical Theory of Networks and Systems, MTNS 2004, 2004.

4. P. Benner, Z. Bujanović, On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces, Preprint MPIMD/14-15, Max Planck Institute Magdeburg, August 2014. Available from 〈http://www.mpi-magdeburg.mpg.de/preprints/〉.

5. On the numerical solution of large-scale sparse discrete-time Riccati equations;Benner;Adv. Comput. Math.,2011

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