# Algebraic Riccati Equation Solver (Scripts) 1.0

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• Last update: 5 years ago
• Operating system: Linux, Mac OS X, Win All, BSD, Solaris
• Publisher: Emmett (2 other programs)
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## Algebraic Riccati Equation Solver (Scripts) Publisher's description

### Solves a common algebraic Riccati equation using Schur decomposition.

Solves a common algebraic Riccati equation using Schur decomposition.
This function solves an algebraic Riccati equation of the form:

A'*X + X*A' - X*G*X + Q = 0,

where A, G, and Q are given and X is the symmetric solution. All terms are real nxn matrices and G and Q are positive semi-definite.

A common use of this equation is to solve for the optimal feedback gain of a linear system, in which case

G = B*R^-1*B' and K = R^-1*B'*X.

See http://en.wikipedia.org/wiki/Linear-quadratic_regulator for more detail. Based on the solution method of http://dspace.mit.edu/handle/1721.1/1301.

#### System Requirements:

No special requirements.
Program Release Status: New Release
Program Install Support: Install and Uninstall

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