| Control System Toolbox™ | ![]() |
Generalized solver for discrete-time algebraic Riccati equation
[X,L,report] = gdare(H,J,ns)
[X1,X2,D,L] = gdare(H,J,NS,'factor')
[X,L,report] = gdare(H,J,ns) computes the unique stabilizing solution X of the discrete-time algebraic Riccati equation associated with a Symplectic pencil of the form

The third input ns is the row size of the A matrix.
Optionally, gdare returns the vector L of closed-loop eigenvalues and a diagnosis report with value:
-1 if the Symplectic pencil has eigenvalues on the unit circle
-2 if there is no finite stabilizing solution X
0 if a finite stabilizing solution X exists
This syntax does not issue any error message when X fails to exist.
[X1,X2,D,L] = gdare(H,J,NS,'factor') returns two matrices X1, X2 and a diagonal scaling matrix D such that X = D*(X2/X1)*D. The vector L contains the closed-loop eigenvalues. All outputs are empty when the Symplectic pencil has eigenvalues on the unit circle.
![]() | gcare | gensig | ![]() |
| © 1984-2008- The MathWorks, Inc. - Site Help - Patents - Trademarks - Privacy Policy - Preventing Piracy - RSS |