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Topic: Solving Matrix Riccati
Replies: 3   Last Post: Apr 6, 2013 12:51 PM

 Messages: [ Previous | Next ]
 Jeremy Posts: 1 Registered: 4/28/13
Re: Solving Matrix Riccati
Posted: Apr 6, 2013 10:16 AM

I can't use the algebraic Riccati eqn for this problem. It looks like 'care' is only used to solve problems where the ARE is used.

"Nasser M. Abbasi" wrote in message <kjnng5\$aao\$1@speranza.aioe.org>...
> 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
>
> Continuous-time 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*A-S*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.
> >

Date Subject Author
4/5/13 Guest
4/5/13 Nasser Abbasi
4/6/13 Jeremy
4/6/13 Bart