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Re: Solving Matrix Riccati
Posted:
Apr 5, 2013 7:41 PM


On 4/5/2013 6:20 PM, Jeremy wrote: > I'm new to MATLAB and trying to use ODE45 to find the coefficients of the matrix >Riccati equation for a controls problem.
Any reason why are you not using the specalized funtions for Riccati solver in the control systems toolbox?
http://www.mathworks.com/help/control/ref/care.html
"care
Continuoustime algebraic Riccati equation solution"
> > I'm not sure what I'm doing wrong. > > I've defined my Riccati equation in a function 'regulator' > > %Define matrices > function dS=regulator(t,S) > > A=[0 1;0 2.972]; > B=[0;390]; > Q=[(1/(pi^2)) 0;0 30]; > R=1; > > dS=1*(A'*S+S*AS*B*(R^1)*B'*S+Q); > > end > > Then I'm just going straight to ODE45, doing something like this: > > [t,S]=ode45('regulator',[0 5],[0 0;0 0]) > > looking for a solution to matrix S. > > Can I solve like this or do I have to multiply out all the terms of S? Assuming S is > > S = [s11(t) s12(t) ; s12(t) s22(t)]; > > Any help would be appreciated. >



