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.
Zhang, L., Chu, E. K. W., Fan, H. Y., & Wei, Y. (2020). Small-sample statistical condition estimation of rational Riccati equations. Applied Mathematics Letters, 103. https://doi.org/10.1016/j.aml.2019.106172