/* -*- MaTX -*- * * NAME * riccati() - Solution of continous-time Riccati equation * * SYNOPSIS * P = riccati(A,B,Q,R) * Matrix P; * Matrix A,B,Q,R; * * DESCRIPTION * riccati(A,B,Q,R) returns the solution of the continous-time * Riccati equation: * * A#*P + P*A + Q - P*B*R~*B#*P = 0 * * SEE ALSO * are, ric, and lqr */ Func Matrix riccati(A,B,Q,R) Matrix A, B, Q, R; { return ric(A, Q, B*R~*B#); } Func Matrix Riccati(A,B,Q,R) Matrix A, B, Q, R; { return riccati(A,B,Q,R); }