The aim of this paper is to examine a numerical method for the computation of approximate solution of the continuous-time algebraic Riccati equation using Krylov subspace matrix. First of all, Global Arnoldi process is initiated to construct an orthonormal basis. In addition, Krylov subspace matrix is employed as projection method because it is one of the frequently referred method in the literature. Lastly, some numerical examples are given in order to explain how this method works.
Primary Language | English |
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Subjects | Industrial Biotechnology |
Journal Section | Reviews |
Authors | |
Publication Date | March 1, 2013 |
Submission Date | November 16, 2011 |
Published in Issue | Year 2013 Volume: 31 Issue: 1 |
IMPORTANT NOTE: JOURNAL SUBMISSION LINK https://eds.yildiz.edu.tr/sigma/