diff --git a/solveAlgebraicRiccati_eig.m b/solveAlgebraicRiccati_eig.m index 84f7dea3ab9533780dab9847310200ae82d7d51e..f3357b2fd1a77fb6a7df1e53c1c7a3ca2a4fdb68 100644 --- a/solveAlgebraicRiccati_eig.m +++ b/solveAlgebraicRiccati_eig.m @@ -1,5 +1,6 @@ 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'];