Algebraic Riccati Equation Solver 1.0

Date Added: May 08, 2013 | Visits: 446

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Solves a common algebraic Riccati equation using Schur decomposition.This function solves an algebraic Riccati equation of the form:A'*X + X*A' - X*G*X + Q = 0,where A, G, and Q are given and X is the symmetric solution. All terms are real nxn matrices and G and Q are positive semi-definite.A common use of this equation is to solve for the optimal feedback gain of a linear system, in which caseG = B*R^-1*B' and K = R^-1*B'*X.See http://en.wikipedia.org/wiki/Linear-quadratic_regulator for more detail. Based on the solution method of http://dspace.mit.edu/handle/1721.1/1301.

Requirements: No special requirements

Platforms: Matlab

Keyword: Based, Detail, Feedback, Linear, Matrices, Method, Optimal, Positive, Semidefinite, Solve

Users rating: 0/10

License: Shareware

Size: 10 KB

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