[PDF][PDF] A MATLAB Toolbox for Large Lyapunov and Riccati Equations, Model Reduction Problems, and Linear–Quadratic Optimal Control Problems

T Penzl - Software available at https://www. tu-chemnitz. de …, 2000 - eq.uc.pt
Control theory is one of the most rapidly developing disciplines of mathematics and
engineering in the second half of the 20th century. In the past decade, implementations of …

Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems

P Benner, JR Li, T Penzl - Numerical Linear Algebra with …, 2008 - Wiley Online Library
We study large‐scale, continuous‐time linear time‐invariant control systems with a sparse or
structured state matrix and a relatively small number of inputs and outputs. The main …

Efficient solution of large scale Lyapunov and Riccati equations arising in model order reduction problems

J Saak, P Benner - PAMM: Proceedings in Applied …, 2008 - Wiley Online Library
Abstract Model order reduction of large–scale linear time–invariant systems is an
omnipresent task in control and simulation of complex dynamical processes. The solution of …

[PDF][PDF] Iterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equations

MS Hossain, MM Uddin - Numerical Algebra, Control & Optimization, 2019 - academia.edu
To implement the balancing based model reduction of large-scale dynamical systems we
need to compute the low-rank (controllability and observability) Gramian factors by solving …

[PDF][PDF] Efficient solution of large-scale Riccati equations and an ODE framework for linear matrix equations

C Bertram - 2021 - scholar.archive.org
Die Lösung von Matrixgleichungen wie Riccati-Gleichungen, Lyapunov-Gleichungen und
Sylvester-Gleichungen wird in vielen Gebieten der angewandten Mathematik benötigt: Für …

[PDF][PDF] Efficient low-rank solution of large-scale matrix equations

P Kürschner - 2016 - pure.mpg.de
In this thesis, we investigate the numerical solution of large-scale, algebraic matrix
equations. The focus lies on numerical methods based on the alternating directions implicit …

[PDF][PDF] A cyclic low rank Smith method for large, sparse Lyapunov equations with applications in model reduction and optimal control

T Penzl - Preprint, 1998 - Citeseer
We present a new method for the computation of low rank approximations to the solution of
large, sparse, stable Lyapunov equations. It is based on a generalization of the classical …

Computational experience in solving algebraic Riccati equations

V Sima - Proceedings of the 44th IEEE Conference on Decision …, 2005 - ieeexplore.ieee.org
State-of-the-art, uni-processor algebraic Riccati equation solvers for automatic control
computations are investigated and compared for various problem sizes. General-purpose …

Heuristic approaches to the solution of very large sparse Lyapunov and algebraic Riccati equations

AS Hodel, KR Poolla - … of the 27th IEEE Conference on …, 1988 - ieeexplore.ieee.org
The authors present several algorithms that compute approximate solutions to the Lyapunov
equation AX+ XA/sup T/+ BB/sup T/= 0 and the algebraic Riccati equation A/sup T/X+ XA …

Numerical solution of large Lyapunov equations

Y Saad - 1989 - ntrs.nasa.gov
A few methods are proposed for solving large Lyapunov equations that arise in control
problems. The common case where the right hand side is a small rank matrix is considered …