Scilab Home page | Wiki | Bug tracker | Forge | Mailing list archives | ATOMS | File exchange
Please login or create an account
Change language to: English - Français - Português - 日本語
Справка Scilab >> CACSD > Control Design > Linear Quadratic > gcare

gcare

Continuous time control Riccati equation

Syntax

[X,F]=gcare(Sl)

Arguments

Sl

a continuous time linear dynamical system in state-space representation

X

symmetric matrix

F

real matrix

Description

Generalized Control Algebraic Riccati Equation (GCARE). X = solution , F = gain.

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

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

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

See also

  • gfare — Continuous time filter Riccati equation

History

ВерсияОписание
5.4.0 Sl is now checked for continuous time linear dynamical system. This modification has been introduced by this commit
Scilab Enterprises
Copyright (c) 2011-2017 (Scilab Enterprises)
Copyright (c) 1989-2012 (INRIA)
Copyright (c) 1989-2007 (ENPC)
with contributors
Last updated:
Tue Feb 14 15:13:22 CET 2017