Newton's method with exact line search for solving continuous algebraic riccati equation
function carenls extends Modelica.Icons.Function; import Modelica_LinearSystems2.Math.Matrices; import Modelica_LinearSystems2.Math.Polynomial; input Real A[:, size(A, 1)]; input Real B[size(A, 1), :]; input Real R[size(B, 2), size(B, 2)] = identity(size(B, 2)); input Real Q[size(A, 1), size(A, 2)] = identity(size(A, 1)); input Real X0[size(A, 1), size(A, 2)]; input Real eps = Matrices.Internal.frobeniusNorm(A)*1e-9; output Real X[size(X0, 1), size(X0, 2)]; output Real r; end carenls;
Date | Author | Comment |
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2010-05-31 | Marcus Baur, DLR-RM | Realization |