In this paper we propose numerical methods for large discrete-time algebraic Riccati equations (DARE) of the form (1) X = A T X A − A T X B ( R + B T X B ) − 1 ...

In this talk we propose numerical methods for large discrete-time algebraic Riccati equations (DARE). We present block projection methods that allow us to ...

In the present paper, we present block Arnoldi-based methods for the computation of low rank approximate solutions of large discrete-time algebraic Riccati ...

The paper considers the efficient solution of large-scale discrete-time algebraic Riccati equations using the doubling method. Our algorithm avoids the ...

Abstract. We present two numerical methods for computing low-rank approximate solu- tions of large discrete-time algebraic Riccati equations (DARE).

In the present paper, we present block Arnoldi-based methods for the computation of low rank approximate solutions of large discrete-time algebraic Riccati ...

Abstract. We present a new iterative method for the computation of approximate solutions to large-scale continuous-time algebraic Riccati equations.

A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations · Mathematics, Engineering. Journal of Global Optimization · 2015.

This paper examines a numerical method for the computation of approximate solution of the continuous-time algebraic Riccati equation using Krylov subspace ...

Jan 5, 2022 · This approach is based on solving a large-scale algebraic Riccati equation using an extended block Krylov subspace method. In the last section, ...