comparison scripts/control/are.m @ 26:e90ea9cbd4de

[project @ 1993-08-10 20:56:55 by jwe] Initial revision
author jwe
date Tue, 10 Aug 1993 20:56:55 +0000
parents
children b973bf9a9dba
comparison
equal deleted inserted replaced
25:1d4cfd89ebb6 26:e90ea9cbd4de
1 function x = are(a,b,c,opt)
2
3 #
4 # usage: x = are(a,b,c{,opt})
5 #
6 # solves algebraic riccati equation
7 #
8 # a' x + x a - x b x + c = 0
9 #
10 # for identically dimensioned square matrices a,b,c. If b (c) is not square,
11 # then the function attempts to use b*b' (c'*c) instead.
12 #
13 # opt is an option passed to the eigenvalue balancing routine; default is 'B'
14 #
15 # see also: balance
16
17 if((nargin == 3) || (nargin == 4))
18 if(nargin==4)
19 if((opt ~= 'N') || (opt ~= 'P') || (opt ~= 'S') || (opt ~= 'B'))
20 printf('warning: are: opt has an illegal value; setting to B');
21 opt = 'B';
22 endif
23 else
24 opt = 'B';
25 endif
26 if( (n = is_square(a) ) == 0)
27 error('are: a is not square')
28 endif
29 if(is_controllable(a,b) == 0)
30 printf('warning: are: a,b are not controllable')
31 endif
32 if( (m = is_square(b)) == 0)
33 b = b*b';
34 m = rows(b);
35 endif
36 if(is_observable(a,c) == 0)
37 printf('warning: are: a,c are not observable')
38 endif
39 if( (p = is_square(c)) == 0)
40 c = c'*c;
41 p = rows(c);
42 endif
43 if( (n ~= m) || (n ~= p))
44 error('are: a,b,c not conformably dimensioned.')
45 endif
46
47 # should check for controllability/observability here
48 # use Boley-Golub (Syst. Contr. Letters, 1984) method, not the
49 # n-1
50 # rank([ B A*B ... A^ *B]) method
51
52 [u,s] = schur(balance([a,-b;-c,-a'],opt),'A');
53 n1=n+1;
54 n2 = 2*n;
55 x = u(n1:n2,1:n)/u(1:n,1:n);
56 else
57 error('usage: x = are(a,b,c)')
58 endif
59
60 endfunction