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 目: Projection methods for algebraic Riccati equations


报告人:Eric King-wah. Chu (朱景华)  教授   澳大利亚莫纳什大学(Monash University)数学科学学院


摘 要:For the Numerical solution of the large-scale algebraic Riccati equation, projection methods are touted as one of the best methods. However, previous authors assume the solvability of the small projected equation. This is careless and dangerous, as the resulted solution may not exist or have the necessary properties for the associated optimal control problem. We shall consider the inheritance of properties and solvability conditions of the original Riccati equation by the projected equation. Illustrative numerical examples are presented. 


时 间:2019年5月22日(星期三) 19:00




邀请人:郭朕臣 老师