File: gfare.cat

package info (click to toggle)
scilab 2.4-1
  • links: PTS
  • area: non-free
  • in suites: potato, slink
  • size: 55,196 kB
  • ctags: 38,019
  • sloc: ansic: 231,970; fortran: 148,976; tcl: 7,099; makefile: 4,585; sh: 2,978; csh: 154; cpp: 101; asm: 39; sed: 5
file content (27 lines) | stat: -rw-r--r-- 580 bytes parent folder | download 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
 

gfare(1)                       Scilab Function                       gfare(1)
NAME
  gfare - filter Riccati equation

CALLING SEQUENCE
  [Z,H]=gfare(Sl)

PARAMETERS

  Sl      : linear system (syslin list)

  Z       : symmetric matrix

  H       : real matrix

DESCRIPTION
  Generalized Filter Algebraic Riccati Equation (GFARE).  Z = solution, H =
  gain.

  The GFARE for Sl=[A,B,C,D] is:
  (A-B*D'*Ri*C)*Z+Z*(A-B*D'*Ri*C)'-Z*C'*Ri*C*Z+B*Si*B'=0
  where S=(eye+D'*D), Si=inv(S), R=(eye+D*D'), Ri=inv(R) and H=-
  (B*D'+Z*C')*Ri is such that A+H*C is stable.

SEE ALSO
  gcare