home *** CD-ROM | disk | FTP | other *** search
- function [kerr,serr]=dric(a,b,q,r,k,s)
- %DRIC Discrete Riccati equation residual calculation.
- % [Kerr,Serr] = DRIC(A,B,Q,R,K,S) Computes the error in the solution
- % to the discrete Riccati equation. Kerr is the error in the gain
- % matrix and Serr is the residual error in the Riccati equation.
- %
- % -1 -1
- % Kerr = K-(R+B'SB) B'SA; Serr = S - A'SA + A'SB(R+B'SB) BS'A - Q
- %
- % See also: RIC, DLQE, DLQR
-
- % Copyright (c) 1986-93 by the MathWorks, Inc.
-
- serr = s - a'*s*a+a'*s*b*((r+b'*s*b)\b'*s'*a)-q;
- kerr = k - (r+b'*s*b)\b'*s*a;
-
-