Scilab 5.5.0
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Please note that the recommended version of Scilab is 2025.0.0. This page might be outdated.
See the recommended documentation of this function
riccati
Riccati equation
Calling Sequence
X=riccati(A,B,C,dom,[typ]) [X1,X2]=riccati(A,B,C,dom,[typ])
Arguments
- A,B,C
real matrices nxn,
B
andC
symmetric.- dom
'c'
or'd'
for the time domain (continuous or discrete)- typ
string :
'eigen'
for block diagonalization orschur'
for Schur method.- X1,X2,X
square real matrices (X2 invertible), X symmetric
Description
X=riccati(A,B,C,dom,[typ])
solves the Riccati equation:
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 two output arguments, riccati
returns X1,X2
such that X=X1/X2
.
Examples
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