Analysis of Krylov subspace approximation to large-scale differential Riccati equations

Antti Koskela, Hermann Mena

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalElectronic Transactions on Numerical Analysis
Volume52
Pages (from-to)431-454
Number of pages24
ISSN1068-9613
DOIs
Publication statusPublished - 2020
MoE publication typeA1 Journal article-refereed

Fields of Science

  • differential Riccati equations
  • LQR optimal control problems
  • large-scale ordinary differential equations
  • Krylov subspace methods
  • matrix exponential
  • exponential integrators
  • model order reduction
  • low-rank approximation
  • NUMERICAL-SOLUTION
  • MATRIX
  • 111 Mathematics

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