File: riccati.cat

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riccati(1)                     Scilab Function                     riccati(1)
NAME
  riccati - Riccati equation

CALLING SEQUENCE
  X=riccati(A,B,C,dom,[typ])
  [X1,X2]=riccati(A,B,C,dom,[typ])

PARAMETERS

  A,B,C       : real matrices nxn, B and  C symetric.

  dom         : 'c' or 'd' for the time domain (continuous or discrete)

  typ         : string : 'eigen' for block diagonalization or schur' for
              Schur method.

  X1,X2,X     : square real matrices (X2 invertible), X symmetric

DESCRIPTION
  X=riccati(A,B,C,dom,[typ]) solves the Riccati equation:
  A'*X+X*A-X*B*X+C=0
  in continuous time case, or:
   A'*X*A-(A'*X*B1/(B2+B1'*X*B1))*(B1'*X*A)+C-X
   with B=B1/B2*B1' in the discrete time case.  If called with two output
  arguments, riccati returns X1,X2 such that X=X1/X2.

SEE ALSO
  ric_desc