Speaker: Prof. Eric King-wah. Chu
Abstract: After a brief survey of the solution of large-scale continuous-time algebraic Riccati equation, we emphasize on the Krylov subspace methods. We show that the solvability of the projected algebraic Riccati equation does not have to be assumed but is inherited. In this first step in the study of inheritance properties, solvability in terms of stabilizability, detectability, stability of the associated Hamiltonian matrix and perturbation in terms of residuals have been considered. Special attention is paid to the stabilizing and positive semi-definite properties of approximate solutions. We shall also discussed briefly a new decoupled version of the structure-preserving doubling algorithm. Illustrative numerical examples are presented.
Time: PM 14:30-15:30, Jan 6th 2020
Location: Room 528, 6th Building (South direction)
Prof. Eric King-wah. Chu is a professor at department of mathematics in Monash University.