Scilab Website | Contribute with GitLab | Mailing list archives | ATOMS toolboxes
2023.0.0 - Português

# ric_desc

Riccati equation (obsolete)

### Syntax

X=ric_desc(H [,E))
[X1,X2,zero]=ric_desc(H [,E])

### Arguments

H,E

real square matrices

X1,X2

real square matrices

zero

real number

### Description

 This function is obsolete and will be removed from Scilab 6.1.x. Please use riccati(H) or riccati(H,E) instead.

Riccati solver with hamiltonian matrices as inputs.

In the continuous time case, the syntax is ric_descr(H) (one input):

Riccati equation is:

(Ec)   A'*X + X*A + X*R*X -Q = 0.

Defining the hamiltonian matrix H by:

H = [A  R;
Q -A']

with the syntax [X1,X2,zero]=ric_descr(H), the solution X is given by X=X1/X2.

zero = L1 norm of rhs of (Ec)

The solution X is also given by X=riccati(A,Q,R,'c'))

In the discrete-time case, the syntax is ric_descr(H,E) (two inputs):

The Riccati equation is:

(Ed)  A'*X*A-(A'*X*B*(R+B'*X*B)^-1)*(B'*X*A)+C-X = 0.

Defining G=B/R*B' and the hamiltonian pencil (E,H) by:

E=[eye(n,n),G;               H=[A, 0*ones(n,n);
0*ones(n,n),A']             -C, eye(n,n)];

with the syntax [X1,X2,err]=ric_descr(H,E), the solution X is given by X=X1/X2.

zero= L1 norm of rhs of (Ed)

The solution X is also given by X=riccati(A,G,C,'d') with G=B/R*B'

h=[0.5,4;
0,-0.5]
x=ric_desc(h)