Small-sample statistical condition estimation of rational Riccati equations
From MaRDI portal
Publication:2184944
DOI10.1016/j.aml.2019.106172OpenAlexW2996398146WikidataQ126580845 ScholiaQ126580845MaRDI QIDQ2184944
Hung-Yuan Fan, Eric King-Wah Chu, Li-Ping Zhang, Yi-Min Wei
Publication date: 4 June 2020
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2019.106172
Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12) Numerical methods for matrix equations (65F45)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Perturbation analysis and condition numbers of symmetric algebraic Riccati equations
- The autonomous linear quadratic control problem. Theory and numerical solution
- On a class of rational matrix differential equations arising in stochastic control.
- Structured condition numbers and small sample condition estimation of symmetric algebraic Riccati equations
- Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation
- Perturbation analysis of the stochastic algebraic Riccati equation
- Backward errors and small-sample condition estimation for ⋆-Sylveter equations
- Applications of statistical condition estimation to the solution of linear systems
- Statistical Condition Estimation for Linear Least Squares
- Small-Sample Statistical Condition Estimates for General Matrix Functions
- Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
- Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control
- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
This page was built for publication: Small-sample statistical condition estimation of rational Riccati equations