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
28
29
30
31
32
33
34
35
36
37
38
|
.TH riccati 1 "April 1993" "Scilab Group" "Scilab Function"
.so ../sci.an
.SH NAME
riccati - Riccati equation
.SH CALLING SEQUENCE
.nf
X=riccati(A,B,C,dom,[typ])
[X1,X2]=riccati(A,B,C,dom,[typ])
.fi
.SH PARAMETERS
.TP 12
A,B,C
: real matrices nxn, \fVB\fR and \fVC\fR symetric.
.TP
dom
: \fV'c'\fR or \fV'd'\fR for the time domain (continuous or discrete)
.TP
typ
: string : \fV'eigen'\fR for block diagonalization or \fVschur'\fR for
Schur method.
.TP
X1,X2,X
: square real matrices (X2 invertible), X symmetric
.SH DESCRIPTION
\fVX=riccati(A,B,C,dom,[typ])\fR solves the Riccati equation:
.nf
A'*X+X*A-X*B*X+C=0
.fi
in continuous time case, or:
.nf
A'*X*A-(A'*X*B1/(B2+B1'*X*B1))*(B1'*X*A)+C-X
.fi
with \fVB=B1/B2*B1'\fR in the discrete time case.
If called with two output arguments, \fVriccati\fR returns \fVX1,X2\fR
such that \fVX=X1/X2\fR.
.SH SEE ALSO
ric_desc
|
