The Riccati equation is a nonlinear ordinary differential equation that arises in control theory and other areas of mathematics. To solve the Riccati equation in MATLAB, you can use the built-in function riccati
.
Assuming you have a system with state-space representation of the form
main.m28 chars3 lines
where A
, B
, C
, and D
are matrices, and you wish to solve the associated Riccati equation
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where R
and Q
are matrices of appropriate dimensions and X
is the solution matrix, you can use the riccati
function as follows:
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The riccati
function returns the solution matrix X
, which can be used to compute a stabilizing feedback gain, among other things.
Note that the riccati
function uses a numerical algorithm to solve the Riccati equation, so the accuracy of the solution may depend on the algorithm's parameters and the chosen tolerances. It is recommended to consult the MATLAB documentation for additional information and examples.
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