Small-sample statistical condition estimation of rational Riccati equations

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

Research output: Contribution to journalArticle

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
JournalApplied Mathematics Letters
Volume103
DOIs
Publication statusPublished - 2020 May
Externally publishedYes

    Fingerprint

Keywords

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

ASJC Scopus subject areas

  • Applied Mathematics

Cite this