functioncarenls
Newton's method with exact line search for solving continuous algebraic riccati equation
Extends from Modelica.Icons.Function (Icon for functions).
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[:,size(A, 1)] | A | ||
| Real[size(A, 1),:] | B | ||
| Real[size(B, 2),size(B, 2)] | R | identity(size(B, 2)) | |
| Real[size(A, 1),size(A, 2)] | Q | identity(size(A, 1)) | |
| Real[size(A, 1),size(A, 2)] | X0 | ||
| Real | eps | Matrices.Internal.frobeniusNorm(A)*1e-9 |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real[size(X0, 1),size(X0, 2)] | X | ||
| Real | r |
Revisions
| Date | Author | Comment |
|---|---|---|
| 2010-05-31 | Marcus Baur, DLR-RM | Realization |