Date: Apr 5, 2013 7:41 PM
Author: Nasser Abbasi
Subject: Re: Solving Matrix Riccati
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?
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];
> Q=[(1/(pi^2)) 0;0 30];
> 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.