gcare
(Not recommended) Generalized solver for continuous-time algebraic Riccati equation
gcare
is not recommended. Use icare
instead. For more information, see Compatibility Considerations.
Syntax
[X,L,report] = gcare(H,J,ns)
[X1,X2,D,L] = gcare(H,...,'factor')
Description
[X,L,report] = gcare(H,J,ns)
computes the unique stabilizing
solution X of the continuous-time algebraic Riccati equation associated with a
Hamiltonian pencil of the form
The optional input ns
is the row size of the A
matrix. Default values for J
and ns
correspond to
E = I and
R = [ ].
Optionally, gcare
returns the vector L
of
closed-loop eigenvalues and a diagnosis report
with value:
-1 if the Hamiltonian pencil has jw-axis eigenvalues
-2 if there is no finite stabilizing solution
X
0 if a finite stabilizing solution
X
exists
This syntax does not issue any error message when X
fails to exist.
[X1,X2,D,L] = gcare(H,...,'factor')
returns two matrices
X1
, X2
and a diagonal scaling matrix
D
such that X = D*(X2/X1)*D
. The vector
L
contains the closed-loop eigenvalues. All outputs are empty
when the associated Hamiltonian matrix has eigenvalues on the imaginary axis.