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rli
pbdlibmatlab
Commits
3085003d
Commit
3085003d
authored
Jul 30, 2014
by
Sylvain Calinon
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Adding ARE with Schur or Eig
parent
0b240783
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solveAlgebraicRiccati_eig.m
solveAlgebraicRiccati_eig.m
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solveAlgebraicRiccati_eig.m
View file @
3085003d
function
X
=
solveAlgebraicRiccati_eig
(
A
,
G
,
Q
)
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.
%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
);
n
=
size
(
A
,
1
);
Z
=
[
A

G
;

Q

A
'
];
Z
=
[
A

G
;

Q

A
'
];
...
...
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