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gdare - Generalized solver for discrete-time algebraic Riccati equation

Syntax

[X,L,report] = gdare(H,J,ns)
[X1,X2,D,L] = gdare(H,J,NS,'factor')

Description

[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:

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.

See Also

dare | gcare

  


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