NUMERICAL SOLUTION OF PROJECTED ALGEBRAIC RICCATI EQUATIONS
A We consider the numerical solution of projected algebraic Riccati equations using Newton's method. Such equations arise, for instance, in model reduction of descriptor systems based on positive real and bounded real balanced truncation. We also discuss the computation of low-rank Cholesky fac...
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Published in | SIAM journal on numerical analysis Vol. 52; no. 2; pp. 581 - 600 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Philadelphia
Society for Industrial and Applied Mathematics
01.01.2014
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Subjects | |
Online Access | Get full text |
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Summary: | A We consider the numerical solution of projected algebraic Riccati equations using Newton's method. Such equations arise, for instance, in model reduction of descriptor systems based on positive real and bounded real balanced truncation. We also discuss the computation of low-rank Cholesky factors of the solutions of projected Riccati equations. Numerical examples are given that demonstrate the properties of the proposed algorithms. |
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Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 0036-1429 1095-7170 |
DOI: | 10.1137/130923993 |