(Not recommended) Generalized solver for discrete-time algebraic Riccati equation
gdare is not recommended. Use idare
instead. For more information, see Compatibility Considerations.
[X,L,report] = gdare(H,J,ns)
[X1,X2,D,L] = gdare(H,J,NS,'factor')
[X,L,report] = gdare(H,J,ns) computes the
unique stabilizing solution X of the discrete-time
algebraic Riccati equation associated with a Symplectic pencil of
the form
The third input ns is the row size of the A matrix.
Optionally, gdare returns the vector L of
closed-loop eigenvalues and a diagnosis report with
value:
-1 if the Symplectic pencil has eigenvalues on the unit circle
-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] = gdare(H,J,NS,'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 Symplectic pencil has eigenvalues on
the unit circle.