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- W3049022846 abstract "This paper aims to the solution of large-scale discrete-time algebraic Riccati equation D(X) ≡ −X + AT X(I + GX)−11A + H = 0 with numerically low-ranked solutions. Based on the original structure-preserving doubling algorithm (SDA), we develop the large-scale doubling algorithm by applying Sherman-Morrison-Woodbury formula, using QR decomposition, SVD to compress and truncate the approximate solutions properly. The resulting large-scale doubling algorithm has an O(n) computational complexity and memory requirement per iteration and converges essentially quadratically. A detailed error analysis is given." @default.
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- W3049022846 date "2020-08-01" @default.
- W3049022846 modified "2023-09-25" @default.
- W3049022846 title "Solving Large-scale Discrete-time Algebraic Riccati Equations by Doubling" @default.
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- W3049022846 doi "https://doi.org/10.1109/ccdc49329.2020.9164680" @default.
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