Small-sample statistical condition estimation of rational Riccati equations

Liping Zhang, Eric King Wah Chu, Hung Yuan Fan, Yimin Wei

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1 Citation (Scopus)

Abstract

We study the small-sample statistical condition estimation of the rational Riccati equation, which may be incorporated into a direct solver applying the homotopy method. Our proposed condition estimation algorithms are efficient for small and medium size rational Riccati equations. Illustrative numerical examples are presented.

Original languageEnglish
Article number106172
Number of pages7
JournalApplied Mathematics Letters
Volume103
DOIs
Publication statusPublished - May 2020

Keywords

  • Fréchet derivative
  • Rational Riccati equations
  • Small-sample
  • Statistical condition estimation

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