I need some algorithms to solve the Algebraic Riccati equation

6 次查看（过去 30 天）
max
max 2013-3-13
回答： Zunding Xiao 2018-1-26
hi,
I need some algorithm to solve Algebraic Riccati equation. what is the algorithm behind the Matlab function dare/care?
I need to write the algorithm with simple instructions, cause I need to write it in a S function or embedded matlab function in simulink.

请先登录，再回答此问题。

回答（1 个）

Zunding Xiao
Zunding Xiao 2018-1-26
Algorithms 'care' implements the algorithms described in [1]. It works with the Hamiltonian matrix when R is well-conditioned and E=I; otherwise, it uses the extended Hamiltonian pencil and QZ algorithm.
References [1] Arnold, W.F., III and A.J. Laub, "Generalized Eigenproblem Algorithms and Software for Algebraic Riccati Equations," Proc. IEEE®, 72 (1984), pp. 1746-1754

类别

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

标签

Community Treasure Hunt

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

Start Hunting!

Translated by