Refinement Methods for State Estimation via Sylvester-Observer Equation

Table 4

Effectiveness of the Hessenberg-Schur method and WBR algorithm with 3 iterations for randomly generated matrices.

Matrix	Hessenberg-Schur		WBR method
	Error	CPU-time	Error	CPU-time
A = gallery (“wathen”, 736, 736)	2.19𝐸−06	66.24	1.01𝐸−016	49.95
A = gallery (“toeppd”, 800, 800, r and (1,800)	6.01𝐸−05	72.19	4.98𝐸−016	54.81
A = gallery (“dorr”, 1200, 0.01)	7.93𝐸−01	137.113	6.12𝐸−014	101.02
A = gallery (“neumann”, 1156)	3.24𝐸−01	122.71	9.21𝐸−015	94.29