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- ## Copyright (C) 1996 John W. Eaton
- ##
- ## This file is part of Octave.
- ##
- ## Octave is free software; you can redistribute it and/or modify it
- ## under the terms of the GNU General Public License as published by
- ## the Free Software Foundation; either version 2, or (at your option)
- ## any later version.
- ##
- ## Octave is distributed in the hope that it will be useful, but
- ## WITHOUT ANY WARRANTY; without even the implied warranty of
- ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- ## General Public License for more details.
- ##
- ## You should have received a copy of the GNU General Public License
- ## along with Octave; see the file COPYING. If not, write to the Free
- ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA
- ## 02111-1307, USA.
-
- ## Usage: x = are (a, b, c {,opt})
- ##
- ## Solves algebraic riccati equation
- ##
- ## a' x + x a - x b x + c = 0
- ##
- ## for identically dimensioned square matrices a, b, c. If b (c) is not
- ## square, then the function attempts to use b * b' (c' * c) instead.
- ##
- ## Solution method: apply Laub's Schur method (IEEE Trans. Auto. Contr,
- ## 1979) to the appropriate Hamiltonian matrix.
- ##
- ## opt is an option passed to the eigenvalue balancing routine default is "B".
- ##
- ## See also: balance
-
- ## Author: A. S. Hodel <scotte@eng.auburn.edu>
- ## Created: August 1993
- ## Adapted-By: jwe
-
- function x = are (a, b, c, opt)
-
- if (nargin == 3 || nargin == 4)
- if (nargin == 4)
- if (! (strcmp (opt, "N") || strcmp (opt, "P") ...
- || strcmp (opt, "S") || strcmp (opt, "B") ...
- || strcmp (opt, "n") || strcmp (opt, "p") ...
- || strcmp (opt, "s") || strcmp (opt, "b")))
- warning ("are: opt has an invalid value; setting to B");
- opt = "B";
- endif
- else
- opt = "B";
- endif
- if ((n = is_square(a)) == 0)
- error ("are: a is not square");
- endif
-
- if (is_controllable(a,b) == 0)
- warning ("are: a, b are not controllable");
- endif
- if ((m = is_square (b)) == 0)
- b = b * b';
- m = rows (b);
- endif
- if (is_observable (a, c) == 0)
- warning ("are: a,c are not observable");
- endif
- if ((p = is_square (c)) == 0)
- c = c' * c;
- p = rows (c);
- endif
- if (n != m || n != p)
- error ("are: a, b, c not conformably dimensioned.");
- endif
-
- ## Should check for controllability/observability here
- ## use Boley-Golub (Syst. Contr. Letters, 1984) method, not the
- ##
- ## n-1
- ## rank ([ B A*B ... A^ *B]) method
-
- [d, h] = balance ([a, -b; -c, -a'], opt);
- [u, s] = schur (h, "A");
- u = d * u;
- n1 = n + 1;
- n2 = 2 * n;
- x = u (n1:n2, 1:n) / u (1:n, 1:n);
- else
- usage ("x = are (a, b, c)");
- endif
-
- endfunction
-