Riccati:

Path: Common/Control

% Solves the matrix Riccati equation.

   Solves the matrix Riccati equation in the form

   g = [a   r ]
       [q  -a']

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   Form:
   [sinf, rr] = Riccati( g )
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   ------
   Inputs
   ------
   g                  Input matrix 

   -------
   Outputs
   -------
   sinf               Steady-state solution
   rr                 Repeated roots 1 = repeated roots

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   References:   Franklin, G.F., J.D. Powell, M.L. Workman, Digital Control
                 of Dynamic Systems, 2nd Edition, Addison-Wesley, 1990,
                 pp. 435-438.
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Children:

Math: MathUtils/Odd

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