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Ajuda do Scilab >> CACSD > Matrix Computation > ric_desc

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This function is obsolete and will be removed from Scilab 6.1.x. Please use riccati(H) or riccati(H,E) instead.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

Examples

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

See also

  • riccati — Solves the matricial Riccati equation (continuous | discrete time domain)

History

VersãoDescrição
6.1.0 ric_desc() is declared obsolete. riccati() replaces it.
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Last updated:
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