Riccati {dse1}R Documentation

Riccati Equation

Description

Solve a Matrix Riccati Equation

Usage

    Riccati(A, B, fuzz=1e-10, iterative=F)

Details

Solve Riccati equation P = APA' + B by eigenvalue decompostion of a symplectic matrix or by iteration.

Value

xxx

Note

This procedure has not been tested.

References

Vaccaro and Vukina, Anderson & Moore, 1979 sec 6.7, D.Vaughan (Oct 1970) IEEE Tr AC. A. Laub (1983), Proc IEEE conf Decision and Control. Gudmundsson, Kenney and Laub (Apr 1992) IEEE Tr AC.

See Also

eigen