Generalized solver for continuous-time algebraic Riccati equation
[X,L,report] = gcare(H,J,ns)
[X1,X2,D,L] = gcare(H,...,'factor')
[X,L,report] = gcare(H,J,ns) computes the
unique stabilizing solution X of the continuous-time algebraic Riccati
equation associated with a Hamiltonian pencil of the form
The optional input
ns is the row size of
the A matrix. Default values for
to E = I and R = [ ].
gcare returns the vector
closed-loop eigenvalues and a diagnosis
-1 if the Hamiltonian pencil has jw-axis eigenvalues
-2 if there is no finite stabilizing solution
0 if a finite stabilizing solution
This syntax does not issue any error message when
[X1,X2,D,L] = gcare(H,...,'factor') returns
X2 and a diagonal
D such that
X = D*(X2/X1)*D.
L contains the closed-loop eigenvalues.
All outputs are empty when the associated Hamiltonian matrix has eigenvalues
on the imaginary axis.