Scilab 6.0.2
Please note that the recommended version of Scilab is 2025.0.0. This page might be outdated.
See the recommended documentation of this function
gfare
Continuous time filter Riccati equation
Syntax
[Z,H]=gfare(Sl)
Arguments
- Sl
a continuous time linear dynamical system in state-space representation
- 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 — Continuous time control Riccati equation
History
| Версия | Описание |
| 5.4.0 | Sl is now checked for
continuous time linear dynamical system. This modification
has been introduced by this commit |
| Report an issue | ||
| << gcare | Linear Quadratic | leqr >> |