Matrix Computations

Controllability and observability, Lyapunov and Riccati equations

Functions

lyap Continuous Lyapunov equation solution
lyapchol Square-root solver for continuous-time Lyapunov equation
dlyap Solve discrete-time Lyapunov equations
dlyapchol Square-root solver for discrete-time Lyapunov equations
care Continuous-time algebraic Riccati equation solution
dare Solve discrete-time algebraic Riccati equations (DAREs)
gcare Generalized solver for continuous-time algebraic Riccati equation
gdare Generalized solver for discrete-time algebraic Riccati equation
ctrb Controllability matrix
obsv Observability matrix
ctrbf Compute controllability staircase form
obsvf Compute observability staircase form
gram Controllability and observability gramians
bdschur Block-diagonal Schur factorization
norm Norm of linear model
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