gcare - control Riccati equation
Generalized Control Algebraic Riccati Equation (GCARE). X = solution , F = gain.
The GCARE for Sl=[A,B,C,D] is:
(A-B*Si*D'*C)'*X+X*(A-B*Si*D'*C)-X*B*Si*B'*X+C'*Ri*C=0
where S=(eye()+D'*D) , Si=inv(S) , R=(eye()+D*D') , Ri=inv(R) and F=-Si*(D'*C+B'*X) is such that A+B*F is stable.
gfare ,