Scilab Website | Contribute with GitLab | Mailing list archives | ATOMS toolboxes
Scilab Online Help
5.3.2 - English

Change language to:
Français - 日本語 - Português

Please note that the recommended version of Scilab is 2025.0.0. This page might be outdated.
See the recommended documentation of this function

Scilab help >> CACSD > gfare

gfare

filter Riccati equation

Calling Sequence

[Z,H]=gfare(Sl)

Arguments

Sl

linear system (syslin list)

Z

symmetric matrix

H

real matrix

Description

Generalized Filter Algebraic Riccati Equation (GFARE). Z = solution, H = gain.

The GFARE for Sl=[A,B,C,D] is:

(A-B*D'*Ri*C)*Z+Z*(A-B*D'*Ri*C)'-Z*C'*Ri*C*Z+B*Si*B'=0

where S=(eye()+D'*D), Si=inv(S), R=(eye()+D*D'), Ri=inv(R) and H=-(B*D'+Z*C')*Ri is such that A+H*C is stable.

See Also

  • gcare — control Riccati equation
<< gcare CACSD gfrancis >>

Copyright (c) 2022-2024 (Dassault Systèmes)
Copyright (c) 2017-2022 (ESI Group)
Copyright (c) 2011-2017 (Scilab Enterprises)
Copyright (c) 1989-2012 (INRIA)
Copyright (c) 1989-2007 (ENPC)
with contributors
Last updated:
Thu May 12 11:44:19 CEST 2011