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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Bibliographic Details
Published inSIAM journal on numerical analysis Vol. 52; no. 2; pp. 581 - 600
Main Authors BENNER, PETER, STYKEL, TATJANA
Format Journal Article
LanguageEnglish
Published Philadelphia Society for Industrial and Applied Mathematics 01.01.2014
Subjects
Algebra
Algorithms
Balancing
Control theory
Eigenvalues
Factorization
Initial guess
Iterative solutions
Linear algebra
Mathematical analysis
Mathematical models
Methods
Nanotechnology
Newton methods
Newtons method
Numerical analysis
Pencils
Riccati equation
Truncation
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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.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0036-1429
1095-7170
DOI:10.1137/130923993