A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems

P Benner, Z Bujanovic, P Kurschner, J Saak - SIAM Journal on Scientific …, 2020 - SIAM
In this paper, we discuss numerical methods for solving large-scale continuous-time
algebraic Riccati equations. These methods have been the focus of intensive research in …

Matrix Equations, Sparse Solvers: M-MESS-2.0.1—Philosophy, Features, and Application for (Parametric) Model Order Reduction

P Benner, M Köhler, J Saak - Model Reduction of Complex Dynamical …, 2021 - Springer
Matrix equations are omnipresent in (numerical) linear algebra and systems theory.
Especially in model order reduction (MOR), they play a key role in many balancing-based …

Inexact methods for the low rank solution to large scale Lyapunov equations

P Kürschner, MA Freitag - BIT Numerical Mathematics, 2020 - Springer
The rational Krylov subspace method (RKSM) and the low-rank alternating directions implicit
(LR-ADI) iteration are established numerical tools for computing low-rank solution factors of …

[PDF][PDF] Balancing-related model reduction methods

T Breiten, T Stykel - System-and Data-Driven Methods and …, 2021 - library.oapen.org
This chapter provides an introduction to the concept of system balancing. An overview of the
historical development is given, and application areas for balancing-based model reduction …

On the data-sparsity of the solution of Riccati equations with applications to feedback control

S Massei, L Saluzzi - arxiv preprint arxiv:2408.16569, 2024 - arxiv.org
Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in
various control theory applications. This work demonstrates that when the matrix coefficients …

Robust output-feedback stabilization for incompressible flows using low-dimensional -controllers

P Benner, J Heiland, SWR Werner - Computational Optimization and …, 2022 - Springer
Output-based controllers are known to be fragile with respect to model uncertainties. The
standard H∞-control theory provides a general approach to robust controller design based …

On an integrated Krylov-ADI solver for large-scale Lyapunov equations

P Benner, D Palitta, J Saak - Numerical Algorithms, 2023 - Springer
One of the most computationally expensive steps of the low-rank ADI method for large-scale
Lyapunov equations is the solution of a shifted linear system at each iteration. We propose …

Stabilization of linear time‐varying reduced‐order models: A feedback controller approach

R Mojgani, M Balajewicz - International Journal for Numerical …, 2020 - Wiley Online Library
Many of the commonly used methods in model‐order reduction do not guarantee stability of
the reduced‐order model. This article extends the eigenvalue reassignment method of …

On the solution of the nonsymmetric T-Riccati equation

P Benner, D Palitta - arxiv preprint arxiv:2003.03693, 2020 - arxiv.org
The nonsymmetric T-Riccati equation is a quadratic matrix equation where the linear part
corresponds to the so-called T-Sylvester or T-Lyapunov operator that has previously been …

Balanced truncation model reduction for symmetric second order systems---a passivity-based approach

I Dorschky, T Reis, M Voigt - SIAM Journal on Matrix Analysis and Applications, 2021 - SIAM
We introduce a model reduction approach for linear time-invariant second order systems
based on positive real balanced truncation. Our method guarantees to preserve asymptotic …