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Algebraic Riccati equations (discrete-time or continuous-time) play a fundamental role in many problems in control theory. They arise in linear-quadratic regulator problems, H ∞ or H 2-control, model reduction problems and many others. In this talk we propose numerical methods for large discrete-time algebraic Riccati equations (DARE). We present block(More)
The aim of the present paper is to give some new algebraic properties of the extended block and the extended global Arnoldi algorithms. These results are then applied on moment matching methods for model reductions in large-scale dynamical systems to get low-order models that approximate the original models by matching moments and Markov parameters at the(More)
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