Name
gcare — control Riccati equation
Calling Sequence
[X,F]=gcare(Sl)
Parameters
- Sl
linear system (syslin list)
- X
symmetric matrix
- F
real matrix
Description
Generalized Control Algebraic Riccati Equation (GCARE).
X = solution , F = gain.
The GCARE for Sl=[A,B,C,D] is:
(A-B*Si*D'*C)'*X+X*(A-B*Si*D'*C)-X*B*Si*B'*X+C'*Ri*C=0
where S=(eye()+D'*D), Si=inv(S), R=(eye()+D*D'), Ri=inv(R)
and F=-Si*(D'*C+B'*X) is such that A+B*F is stable.