Abstract
We consider large-scale continuous-time differential matrix Riccati equations. The two main approaches proposed in the literature are based on a splitting scheme or on Rosenbrock / Backward Differentiation Formula (BDF) methods. The approach we propose is
Keywords
Mathematics
Riccati equation
Algebraic Riccati equation
Krylov subspace
Matrix (chemical analysis)
Dimension (graph theory)
Rank (graph theory)
Applied mathematics
Projection (relational algebra)
Differential equation
Backward differentiation formula
Algebraic equation
Linear-quadratic regulator
Mathematical analysis
Differential algebraic equation
Mathematical optimization
Ordinary differential equation
Linear system
Pure mathematics
Optimal control
Algorithm
Combinatorics
Nonlinear system
Subject Areas
Matrix Theory and Algorithms
·Computational Theory and Mathematics ·Physical Sciences
Model Reduction and Neural Networks
·Statistical and Nonlinear Physics ·Physical Sciences
Electromagnetic Simulation and Numerical Methods
·Electrical and Electronic Engineering ·Physical Sciences
Citations by Year
2018: 2
2019: 1
2020: 1
2024: 1
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