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Re: Solving Matrix Ricatti Equations ?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg30451] Re: [mg30387] Solving Matrix Ricatti Equations ?
  • From: Igor Bakshee <bakshee at wolfram.com>
  • Date: Tue, 21 Aug 2001 03:05:31 -0400 (EDT)
  • References: <6033@hack.wri.com>
  • Sender: owner-wri-mathgroup at wolfram.com

Cheng,

Continuous and discrete matrix algebraic Riccati equations are solved in
Control System Professional
(http://www.wolfram.com/products/applications/control); the functions to
look for are RiccatiSolve and DiscreteRiccatiSolve.

Igor Bakshee
Wolfram Research


tang cheng wrote:
> 
> Hi.
> 
> I just have two simple questions, and would really appreciate if there is any help.
> 
> 1. Is there a function to solve for Matrix Ricatti (Algebraic or Differential) Equations?
> 
> 2. I need to define two functions (f1, f2)  after some algebraic manipulations so that
>          f1 * alpha + f2 * beta =  (...some expressions...) alpha + (... expressions) beta
>    Is there a way to do that?
> 
> It seems to be simple questions, but I am new Mathematica. I would thank in advance for
> any of your  kind help.
> 
> regards,
> 
> -cheng


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