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

^*此作品的通信作者

數學系

研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

1 引文斯高帕斯（Scopus）

摘要

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.

原文	英語
文章編號	106172
期刊	Applied Mathematics Letters
卷	103
DOIs	https://doi.org/10.1016/j.aml.2019.106172
出版狀態	已發佈 - 2020 5月

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10.1016/j.aml.2019.106172

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@article{0f411c409ba24395be5200c937f7d164,

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",

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publisher = "Elsevier Limited",

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TY - JOUR

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

UR - https://www.scopus.com/pages/publications/85076841476

UR - https://www.scopus.com/pages/publications/85076841476#tab=citedBy

U2 - 10.1016/j.aml.2019.106172

DO - 10.1016/j.aml.2019.106172

M3 - Article

AN - SCOPUS:85076841476

SN - 0893-9659

VL - 103

JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

M1 - 106172

ER -

Small-sample statistical condition estimation of rational Riccati equations

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