control.matlab.dare

control.matlab.dare(A, B, Q, R, S=None, E=None, stabilizing=True)

(X,L,G) = dare(A,B,Q,R) solves the discrete-time algebraic Riccati equation

A^T X A - X - A^T X B (B^T X B + R)^{-1} B^T X A + Q = 0

where A and Q are square matrices of the same dimension. Further, Q is a symmetric matrix. The function returns the solution X, the gain matrix G = (B^T X B + R)^-1 B^T X A and the closed loop eigenvalues L, i.e., the eigenvalues of A - B G.

(X,L,G) = dare(A,B,Q,R,S,E) solves the generalized discrete-time algebraic Riccati equation

A^T X A - E^T X E - (A^T X B + S) (B^T X B + R)^{-1} (B^T X A + S^T) + Q = 0

where A, Q and E are square matrices of the same dimension. Further, Q and R are symmetric matrices. The function returns the solution X, the gain matrix G = (B^T X B + R)^{-1} (B^T X A + S^T) and the closed loop eigenvalues L, i.e., the eigenvalues of A - B G , E.