File: riccati.cat

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riccati           Scilab Group           Scilab Function            riccati
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