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math.NA2017
Order reduction approaches for the algebraic Riccati equation and the LQR problem
Alessandro Alla, Valeria Simoncini
We explore order reduction techniques for solving the algebraic Riccati equation (ARE), and investigating the numerical solution of the linear-quadratic regulator problem (LQR). A…
math.NA2017
Numerical methods for large-scale Lyapunov equations with symmetric banded data
Davide Palitta, Valeria Simoncini
The numerical solution of large-scale Lyapunov matrix equations with symmetric banded data has so far received little attention in the rich literature on Lyapunov equations. We aim…