dare
Solves the Discrete-time Algebraic Riccati Equations.
Syntax
[X, L, G] = dare(A, B, Q, R/)
[X, L, G] = dare(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 discrete-time Riccati equation (n x n).
- L
- The closed-loop pole vector (n x 1).
- G
- The gain matrix (p x n).
Example
Example including the function dare:
A = [4.0 1.7; 0.9 38];
B = [8; 21];
Q = [10, -1];
r = 3;
[X, L, G] = dare(A, B, Q'*Q, r)X = [Matrix] 2 x 2
1704.70115 -5616.08147
-5616.08147 19597.56409
L = [Matrix] 2 x 1
0.00296
0.02222
G = [Matrix] 1 x 2
-0.01271 2.00364
Comments
[X, L, G] = dare(A, B, Q, R) solves the discrete-time algebraic Riccati equation.
[X, L, G] = dare(A, B, Q, R, S, E) solves the general discrete-time Riccati equation.
Based on the SLICOT library functions SB02OD and SG02AD.