Analysis of krylov subspace approximation to large-scale differential riccati equations

Article

Abstract: We consider a Krylov subspace approximation method for the symmetric differential Riccati equation X

Palabras claves:

Differential Riccati equations, Exponential integrators, Krylov subspace methods, Large-scale ordinary differential equations, Low-rank approximation, LQR optimal control problems, Matrix exponential, Model order reduction

Autores:

Hermann Mena, Koskela A.

Fuentes:

scopus