Description Usage Arguments Details Value Note Examples
Computes the unique solution to the continuous-time Riccati equation:
A'* X + X*A - X * B * R^-1 * B' * X + Q'*Q = 0
1 | care(A, B, Q, R = 1)
|
A |
State-matrix of a state-space system |
B |
Input-matrix of a state-space system |
Q |
Symmetric output-matrix of a state-space system |
R |
Single number |
X <- care(A, B, Q, R)
returns the stablizing solution (if it
exists) to the continuous-time Riccati equation.
The care
function also returns the gain matrix, G
and a vector, L
of the closed-loop eigenvalues, where
G = R^-1 B'X*E
L = eig(a-b*g)
Returns the stabilizing matrix, gain and closed-loop eigenvalues in a list.
A, B must be controllable
1 2 3 4 5 6 |
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