Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1710726 | Applied Mathematics Letters | 2006 | 8 Pages |
Abstract
In the present work, we present a numerical method for the computation of approximate solutions for large continuous-time algebraic Riccati equations. The proposed method is a method of projection onto a matrix Krylov subspace. We use a matrix Arnoldi process to construct an orthonormal basis. We give some theoretical results and numerical experiments for large problems.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
K. Jbilou,