Commit 3085003d authored by Sylvain Calinon's avatar Sylvain Calinon

Adding ARE with Schur or Eig

parent 0b240783
function X = solveAlgebraicRiccati_eig(A, G, Q)
%Solves the algebraic Riccati equation of the form A'X+XA'-XGX+Q=0, where X is symmetric with eigendecomposition.
%Danilo Bruno, 2014
n = size(A,1);
Z = [A -G; -Q -A'];
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