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 third input
ns is the row size of the A matrix.
gdare returns the vector
closed-loop eigenvalues and a diagnosis
-1 if the Symplectic pencil has eigenvalues on the unit circle
-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] = gdare(H,J,NS,'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 Symplectic pencil has eigenvalues on
the unit circle.