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