care
Solves the continuous-time Algebraic Riccati Equation.
Syntax
[X, L, G] = care(A, B, Q)
[X, L, G] = care(A, B, Q, R)
[X, L, G] = care(A, B, Q, R, S, E)
Inputs
- A
- The state matrix (n x n), where n is the number of states.
- B
- The control matrix (n x p), where p is the number of inputs.
- Q
- The state cost matrix (n x n).
- R
- The control cost matrix (p x p).
- S
- Optional real matrix (n x p).
- E
- The descriptor matrix (n x n).
Outputs
- X
- The unique stabilized solution of the Riccati equation (n x n) in continuous time.
- 1
- The closed-loop pole vector (n x 1).
- g
- The gain matrix (p x n).
Example
Include the care function:
A = [-15 1; 0.5 5];
B = [0; 5];
Q = [5, -0.5];
r = 1.5;
[X, L, G] = care(A, B, Q'*Q, r)X = [Matrix] 2 x 2
0.82854 -0.06766
-0.06766 0.61126
L = [Matrix] 2 x 1
-15.16316
-5.02446
G = [Matrix] 1 x 2
-0.22552 2.03752Comments
[X, L, G] = care(A, B, Q) solves the continuous-time algebraic Riccati equation.
[X, L, G] = care(A, B, Q, R, S, E) solves the general continuous-time Riccati equation.
Based on the SLICOT library functions SB02OD and SG02AD.