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Community-contributed installable additions to the Wolfram Language
ZigangPan`LinearSystems`
generalizedRiccatiequationHM  |
| z=generalizedRiccatiequationHM[a,s,q] z q =0 a s q s q | |
Details and Options
Examples
(1)
Basic Examples
(1)
In[1]:=
a={{-1,1},{0,-1}};b={{0},{1}};d={{1},{0}};q=IdentityMatrix[2];γ=2;
[a,b.Transpose[b]-d.Transpose[d]/γ^2,q]
 | generalizedRiccatiequationHM |
Out[1]=
{{0.510538,0.209967},{0.209967,0.559152}}
""