Colloquium | |
DATE | 2019-12-13 10:10-11:00 |
PLACE | 數學館3F會議室 |
SPEAKER | 朱景華 教授(澳洲 Monash 大學) |
TITLE | Inheritance Properties of Krylov Subspace Methods for Continuous-Time Algebraic Riccati Equations I |
ABSTRACT | We investigate the theory behind the Krylov subspace methods for large-scale continuous-time algebraic Riccati equations. We show that the solvability of the projected algebraic Riccati equation need not be assumed but can be {\it inherited}. This study of inheritance properties is the first of its kind. We study the stabilizability and detectability of the control system, the stability of the associated Hamiltonian matrix and perturbation in terms of residuals. Special attention is paid to the stabilizing and positive semi-definite properties of approximate solutions. Illustrative numerical examples for the inheritance properties are presented. |