Riccati based optimal control for linear quadratic regulator problems

The computational approach to the continuous algebraic Riccati equations arise from large-scale power system with various components, are time expensive with the inaccurate rate of convergence. In this article, attention is mainly focused on finding Riccati based optimal control for linear quadratic regulator problem subject to the time-invariant continuous-time linear system applying rational Krylov subspace method. A novel algorithm is proposed to solve very large Riccati equation by means of nested iterative techniques. The computations will allow the sparsity pattern and can be applied within closed-loop simulations.