Specifications

care
16-34
-3.4495 -3.5026
1.4495 -1.4370
Finally, note that the variable l contains the closed-loop eigenvalues
eig(a-b*g).
l
l =
-3.5026
-1.4370
Example 2
To solve the -like Riccati equation
rewrite it in the
care format as
You can now compute the stabilizing solution by
B = [B1 , B2]
m1 = size(B1,2)
m2 = size(B2,2)
R = [-g^2*eye(m1) zeros(m1,m2) ; zeros(m2,m1) eye(m2)]
X = care(A,B,C'*C,R)
Algorithm care implements the algorithms described in [1]. It works with the
Hamiltonian matrix when is well-conditioned and ; otherwise it uses
the extended Hamiltonian pencil and QZ algorithm.
Limitations The pair must be stabilizable (that is, all unstable modes are
controllable). In addition, the associated Hamiltonian matrix or pencil must
H
∞
A
T
XXAX
γ
2–
B
1
B
1
T
B
2
B
2
T
–
()
X++ C
T
C+ 0=
A
T
XXAXB
1
B
2
,[]
γ
2–
I– 0
0 I
1–
B
1
T
B
2
T
X– C
T
C++0=
B
R
ì    
ì    
X
REI=
AB,()