This function solves an algebraic Riccati equation of the form:
A'*X + X*A' - X*G*X + Q = 0,
where A, G, and Q are given and X is the symmetric solution. All terms are real nxn matrices and G and Q are positive semi-definite.
A common use of this equation is to solve for the optimal feedback gain of a linear system, in which case
G = B*R^-1*B' and K = R^-1*B'*X.
See http://en.wikipedia.org/wiki/Linear-quadratic_regulator for more detail. Based on the solution method of http://dspace.mit.edu/handle/1721.1/1301.
引用
Emmett (2024). Algebraic Riccati Equation Solver (https://www.mathworks.com/matlabcentral/fileexchange/36263-algebraic-riccati-equation-solver), MATLAB Central File Exchange. 取得済み .
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