SRiccati:

Path: Common/Control

% Solves the matrix Riccati equation
   The equation is in the form:

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

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   Form:
   sinf = SRiccati( g )
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   ------
   Inputs
   ------
   g                  Input matrix 

   -------
   Outputs
   -------
   sinf               Steady-state solution

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   References:	  Laub, A.J. (1979). A Schur Method for Solving Algebraic
                 Riccati Equations. IEEE Transactions on Automatic
                 Control, AC-24(6), 913-921.
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Children:

Math: MathUtils/Odd

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