Small-sample statistical condition estimation of rational Riccati equations

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

doi:10.1016/j.aml.2019.106172

Small-sample statistical condition estimation of rational Riccati equations

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

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

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 language	English
Article number	106172
Journal	Applied Mathematics Letters
Volume	103
DOIs	https://doi.org/10.1016/j.aml.2019.106172
Publication status	Published - 2020 May

Keywords

Fréchet derivative
Rational Riccati equations
Small-sample
Statistical condition estimation

ASJC Scopus subject areas

Applied Mathematics

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10.1016/j.aml.2019.106172

Cite this

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title = "Small-sample statistical condition estimation of rational Riccati equations",

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.",

keywords = "Fr{\'e}chet derivative, Rational Riccati equations, Small-sample, Statistical condition estimation",

author = "Liping Zhang and Chu, {Eric King Wah} and Fan, {Hung Yuan} and Yimin Wei",

note = "Publisher Copyright: {\textcopyright} 2019 Elsevier Ltd",

year = "2020",

month = may,

doi = "10.1016/j.aml.2019.106172",

language = "English",

volume = "103",

journal = "Applied Mathematics Letters",

issn = "0893-9659",

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T1 - Small-sample statistical condition estimation of rational Riccati equations

AU - Zhang, Liping

AU - Chu, Eric King Wah

AU - Fan, Hung Yuan

AU - Wei, Yimin

PY - 2020/5

Y1 - 2020/5

N2 - 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.

AB - 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.

KW - Fréchet derivative

KW - Rational Riccati equations

KW - Small-sample

KW - Statistical condition estimation

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DO - 10.1016/j.aml.2019.106172

M3 - Article

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VL - 103

JO - Applied Mathematics Letters

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ER -

Small-sample statistical condition estimation of rational Riccati equations

Abstract

Keywords

ASJC Scopus subject areas

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