Abstract

We present an algorithm to approximate the solution Z of a stable Lyapunov equation AZ + ZA* + BB* = 0 using proper orthogonal decomposition (POD). This algorithm is applicable to large-scale problems and certain infinite dimensional problems as long as the rank of B is relatively small. In the infinite dimensional case, the algorithm does not require matrix approximations of the operators A and B. POD is used in a systematic way to provide convergence theory and simple a priori error bounds.

Meeting Name

2008 American Control Conference

Department(s)

Mathematics and Statistics

Keywords and Phrases

Lyapunov Methods; Approximation Theory; Infinite Dimensional Problems; Matrix Algebra; Matrix Approximations; Proper Orthogonal Decomposition

Document Type

Article - Conference proceedings

Document Version

Final Version

File Type

text

Language(s)

English

Rights

© 2008 Institute of Electrical and Electronics Engineers (IEEE), All rights reserved.

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