Home > freetb4matlab > control > dare.m

dare

PURPOSE ^

%

SYNOPSIS ^

function x = dare (a, b, q, r, opt)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {@var{x} =} dare (@var{a}, @var{b}, @var{q}, @var{r}, @var{opt})
%
% Return the solution, @var{x} of the discrete-time algebraic Riccati
% equation
% @iftex
% @tex
% $$
% A^TXA - X + A^TXB  (R + B^TXB)^{-1} B^TXA + Q = 0
% $$
% @end tex
% @end iftex
% @ifinfo
% @example
% a' x a - x + a' x b (r + b' x b)^(-1) b' x a + q = 0
% @end example
% @end ifinfo
% @noindent
%
% @strong{Inputs}
% @table @var
% @item a
% @var{n} by @var{n} matrix;
%
% @item b
% @var{n} by @var{m} matrix;
%
% @item q
% @var{n} by @var{n} matrix, symmetric positive semidefinite, or a @var{p} by @var{n} matrix,
% In the latter case @math{q:=q'*q} is used;
%
% @item r
% @var{m} by @var{m}, symmetric positive definite (invertible);
%
% @item opt
% (optional argument; default = @code{'B'}):
% String option passed to @code{balance} prior to ordered @var{QZ} decomposition.
% @end table
%
% @strong{Output}
% @table @var
% @item x
% solution of @acronym{DARE}.
% @end table
%
% @strong{Method}
% Generalized eigenvalue approach (Van Dooren; @acronym{SIAM} J.
%  Sci. Stat. Comput., Vol 2) applied  to the appropriate symplectic pencil.
%
%  See also: Ran and Rodman, @cite{Stable Hermitian Solutions of Discrete
%  Algebraic Riccati Equations}, Mathematics of Control, Signals and
%  Systems, Vol 5, no 2 (1992), pp 165--194.
% @seealso{balance, are}
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
Generated on Sat 16-May-2009 00:04:49 by m2html © 2003