Showing results for 
Search instead for 
Did you mean: 

Help with solving Riccati Equation

Hoping someone can help me out with solving this equation.  The continous algebraic riccati equation is set up in the form A'*X + X*A - X*B*X + Q.     There is a riccati solver in the control and simuation toolkit but the equation is set up as A'*X + X*A - [X*B + N]*inv(R)*[X*B + N]' + Q = 0.  Default for R is just the identtity matrix, and default for N is empty matrix so does this reduce to A'*X + X*A - X*B*B'*X + Q  ?  (Not 100% on that.)   So is there anyway to use labviews CD Continuous Algebraic Riccati Equations VI on my equation?

Thanks so much for any help.

0 Kudos
Message 1 of 2

I think you are correct.  I think that technically the last X is transposed, but since X is symetric X' = X, so it makes no difference.

0 Kudos
Message 2 of 2