dare

Discret-time algebraic Riccati equation solution.

Syntax

  • [X, L, G] = dare(A, B, Q)

  • [X, L, G] = dare(A, B, Q, R, S, E)

Input argument

  • A - Matrix representing the state with dimensions n x n, where n corresponds to the number of states.

  • B - Matrix representing control with dimensions n x p, where p is the number of inputs.

  • Q - Matrix describing the cost associated with the state, having dimensions n x n, where n is the number of states.

  • R - Matrix representing the cost associated with control, with dimensions p x p, where p is the number of inputs.

  • S - Matrix that is optionally real-valued with dimensions n x p.

  • E - Matrix with dimensions n x n that serves as a descriptor matrix.

Output argument

  • X - stabilized solution for the discret-time Riccati equation of dimension n x n.

  • L - Closed-loop pole vector.

  • G - Gain matrix.

Description

The function dare(A, B, Q) calculates the exclusive solution, denoted as X, for the discret-time algebraic Riccati equation with matrices A, B, and Q, and also provides additional matrices L and G.

Example

a = [-3 2;1 1];
b = [0 ; 1];
c = [1 -1];
r = 3;
[x, l, g] = dare(a, b, c'*c, r)

See also

slicot_sb02od, slicot_sg02ad.

History

Version
Description

1.0.0

initial version

Author

SLICOT Documentation

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