Algebraic Riccati Equation's Approximation Using Implicit Restart Scheme

Abstract

Analysis and design of complex systems which are composed of larger number of different devices arise in several engineering applications. These systems have a few dominant states which influence output of the system to a greater extent and are more sensitive to the input of system. The aim is to make use of those dominant states and to find a low rank approximation that is a better representation of original solution of Algebraic Riccati equations. In this paper a numerical method for computation of low rank approximation of algebraic Riccati equation is presented. The proposed method is based on Arnoldi Krylov subspace projection method with implicit restart scheme as an enhancement to refine the results. Simulation of a system has been shown to authenticate the proposed technique.