National Instruments 370757C-01 用户手册

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Figure 4-6.  Perfplots for H

[P, solstat] = singriccati(A,Q,R {method})

The 

singriccati( )

 function solves the Indefinite Algebraic Riccati 

Equation (ARE):

The ARE is solved by decomposing the Hamiltonian:

The required decomposition of the Hamiltonian can be achieved using 

method="eig"

 or 

method="schur"

. The Schur decomposition is 

slower, but might handle some ill-conditioned problems. After solving the 
ARE, 

singriccati( )

 calculates the residue (A

P + PA – PRP + Q). 

A warning is displayed if the residue is large. For an example of this 
function, refer to the Xmath Help.

′

–

+

+

0

=

–

–

′

–