control.dare¶
- control.dare(A, B, Q, R, S=None, E=None)¶
(X,L,G) = dare(A,B,Q,R) solves the discrete-time algebraic Riccati equation
where A and Q are square matrices of the same dimension. Further, Q is a symmetric matrix. The function returns the solution X, the gain matrix G = (B^T X B + R)^-1 B^T X A and the closed loop eigenvalues L, i.e., the eigenvalues of A - B G.
(X,L,G) = dare(A,B,Q,R,S,E) solves the generalized discrete-time algebraic Riccati equation
where A, Q and E are square matrices of the same dimension. Further, Q and R are symmetric matrices. The function returns the solution X, the gain matrix and the closed loop eigenvalues L, i.e., the eigenvalues of A - B G , E.