riccati - Riccati equation (original) (raw)

Scilab 5.3.3

Please note that the recommended version of Scilab is 2026.0.1. This page might be outdated.
See the recommended documentation of this function

Scilab help >> CACSD > riccati

Calling Sequence

X=riccati(A,B,C,dom,[typ]) [X1,X2]=riccati(A,B,C,dom,[typ])

Arguments

A,B,C

real matrices nxn, B and C symmetric.

dom

'c' or 'd' for the time domain (continuous or discrete)

typ

string : 'eigen' for block diagonalization or schur' for Schur method.

X1,X2,X

square real matrices (X2 invertible), X symmetric

Description

X=riccati(A,B,C,dom,[typ]) solves the Riccati equation:

in continuous time case, or:

A'XA-(A'XB1/(B2+B1'XB1))*(B1'XA)+C-X

with B=B1/B2*B1' in the discrete time case. If called with two output arguments, riccati returns X1,X2 such that X=X1/X2.

See Also