Riccati                 package:dse1                 R Documentation

_R_i_c_c_a_t_i _E_q_u_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Solve a Matrix Riccati Equation

_U_s_a_g_e:

         Riccati(A, B, fuzz=1e-10, iterative=F)

_D_e_t_a_i_l_s:

     Solve  Riccati equation  P = APA' + B  by eigenvalue decompostion
     of a symplectic matrix or by iteration.

_V_a_l_u_e:

     xxx

_N_o_t_e:

     This procedure has not been tested.

_R_e_f_e_r_e_n_c_e_s:

     Vaccaro and Vukina,  Anderson & Moore, 1979 sec 6.7,   D.Vaughan
     (Oct 1970) IEEE Tr AC. A. Laub (1983), Proc IEEE conf Decision and
     Control.  Gudmundsson, Kenney and Laub (Apr 1992) IEEE Tr AC.

_S_e_e _A_l_s_o:

     `eigen'

