gcare(1)

NAME
gcare - control Riccati equation

CALLING SEQUENCE
[X,F]=gcare(Sl)

PARAMETERS

Sl  : linear system (syslin list)

X   : symmetric matrix

F   : real matrix

DESCRIPTION
Generalized Control Algebraic Riccati Equation (GCARE). X = solution , F = gain.

The GCARE for Sl=[A,B,C,D] is:
(A-B*Si*D'*C)'*X+X*(A-B*Si*D'*C)-X*B*Si*B'*X+C'*Ri*C=0
where S=(eye+D'*D), Si=inv(S), R=(eye+D*D'), Ri=inv(R) and F=-Si*(D'*C+B'*X) is such that A+B*F is stable.

SEE ALSO
gfare