control.care¶

control.
care
(A, B, Q, R=None, S=None, E=None, stabilizing=True)¶ (X,L,G) = care(A,B,Q,R=None) solves the continuoustime algebraic Riccati equation
where A and Q are square matrices of the same dimension. Further, Q and R are a symmetric matrices. If R is None, it is set to the identity matrix. The function returns the solution X, the gain matrix G = B^T X and the closed loop eigenvalues L, i.e., the eigenvalues of A  B G.
(X,L,G) = care(A,B,Q,R,S,E) solves the generalized continuoustime algebraic Riccati equation
where A, Q and E are square matrices of the same dimension. Further, Q and R are symmetric matrices. If R is None, it is set to the identity matrix. The function returns the solution X, the gain matrix G = R^1 (B^T X E + S^T) and the closed loop eigenvalues L, i.e., the eigenvalues of A  B G , E.