DRiccati:

Path: Common/Control

% Solves the discrete matrix Riccati equation.

   Solves the matrix Riccati equation in the form

   g = [a   r]
       [q -a']

   Since version 2.
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   Form:
   [sinf, rr] = DRiccati( g )
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   ------
   Inputs
   ------
   g                   Input matrix 

   -------
   Outputs
   -------
   sinf                Steady-state solution
   rr                  Repeated roots 1= repeated roots

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   References:	Franklin, G.F., J.D. Powell, M.L. Workman, Digital Control
               of Dynamic Systems, 2nd Edition, Addison-Wesley, 1990,
               pp. 435-438.
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Children:

Math: MathUtils/Odd

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