How to solve the riccati equations in matlab

3 次查看（过去 30 天）
hsuan wei pan
hsuan wei pan 2020-8-30
评论： hsuan wei pan 2020-9-2
我想設計一個LTR觀察器，但是首先我需要求解類似這樣的黎卡提方程：“ Q *（A + I）'+（A + I）* Q-（Q * C'* C * Q / u）+ pi * G * G'“來獲得” Q“，我已經知道” u“” pi“和” A“” C“” G“向量。有人可以告訴我該怎麼做嗎？謝謝！！

请先登录，再回答此问题。

采纳的回答

David Wilson
David Wilson 2020-9-2
Well, if Google translate is accurate, you seem to want to solve
for the matrix Q. I'm assuming that everything is a matrix with the appropriate dimensions, and that u is a scalar (going by the way you have written this.)
Now the function are.m, (not care.m, since that has been depreciated), solves
for matrix X. Note that this is in the same form as what you have, but of course you need some "translation" from your nomenclature, to Matlab's. In other words
your nomenclature → Matlab
  1 个评论
hsuan wei pan
hsuan wei pan 2020-9-2
thank you very much , I think i solved the problem!!
this is my code
tf( [9.86e12 7.862e16 1.865e20 1.05e24 8.063e26 3.374e30 2.268e32 3.481e35], [1 7336 5.912e07 2.581e11 1.068e15 2.797e18 6.708e21 1.011e25 1.199e28 6.47e30 1.395e33 5.364e35]);
[a,b,c,d] = tf2ss([9.86e12 7.862e16 1.865e20 1.05e24 8.063e26 3.374e30 2.268e32 3.481e35], [1 7336 5.912e07 2.581e11 1.068e15 2.797e18 6.708e21 1.011e25 1.199e28 6.47e30 1.395e33 5.364e35]);
I = eye(11);
pi = 1000;
u = 1;
A = (a+I)' ;
B = c' ;
C = pi*b*b' ;
[Q] = care(A,B,C);

请先登录，再进行评论。

更多回答（1 个）

David Wilson
David Wilson 2020-8-31
Do you have the control toolbox? I suspect that you could use are.m and related friends.

类别

在 Help Center 和 File Exchange 中查找有关 MATLAB 的更多信息

标签

产品

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by