riccati(1)

NAME
riccati - Riccati equation

CALLING SEQUENCE
[X1,[X2]]=riccati(A,B,C,dom,[typ])

PARAMETERS

A,B,C
    : real matrices nxn, B and C symetric.

dom : 'c' or 'd' for the time domain (continuous or discrete)

typ : string : 'eigen' for block diagonalization or schur' for Schur method.

DESCRIPTION
Riccati solver X=X1/X2 solves:
A'*X+X*A-X*B*X+C=0
in continuous time case, or:
 A'*X*A-(A'*X*B1/(B2+B1'*X*B1))*(B1'*X*A)+C-X
 with B=B1/B2*B1' in the discrete time case. If called with LHS=1 (one output argument) riccati returns X.

SEE ALSO
ric_desc