Continuous time control Riccati equation
[X, F] = gcare(Sl)
a continuous time linear dynamical system in state-space representation
symmetric matrix
real matrix
Generalized Control Algebraic Riccati Equation (GCARE).
X
= solution , F
= gain.
The GCARE for Sl=[A,B,C,D]
is:
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.
Version | Description |
5.4.0 | Sl is now checked for
continuous time linear dynamical system. This modification
has been introduced by this commit |