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 |
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Article number | 106172 |
Journal | Applied Mathematics Letters |
Volume | 103 |
DOIs | |
Publication status | Published - 2020 May |
Keywords
- Fréchet derivative
- Rational Riccati equations
- Small-sample
- Statistical condition estimation
ASJC Scopus subject areas
- Applied Mathematics