% -*- texinfo -*- % @deftypefn {Function File} {@var{x} =} are (@var{a}, @var{b}, @var{c}, @var{opt}) % Solve the Algebraic Riccati Equation % @iftex % @tex % $$ % A^TX + XA - XBX + C = 0 % $$ % @end tex % @end iftex % @ifinfo % @example % a' * x + x * a - x * b * x + c = 0 % @end example % @end ifinfo % % @strong{Inputs} % @noindent % for identically dimensioned square matrices % @table @var % @item a % @var{n} by @var{n} matrix; % @item b % @var{n} by @var{n} matrix or @var{n} by @var{m} matrix; in the latter case % @var{b} is replaced by @math{b:=b*b'}; % @item c % @var{n} by @var{n} matrix or @var{p} by @var{m} matrix; in the latter case % @var{c} is replaced by @math{c:=c'*c}; % @item opt % (optional argument; default = @code{'B'}): % String option passed to @code{balance} prior to ordered Schur decomposition. % @end table % % @strong{Output} % @table @var % @item x % solution of the @acronym{ARE}. % @end table % % @strong{Method} % Laub's Schur method (@acronym{IEEE} Transactions on % Automatic Control, 1979) is applied to the appropriate Hamiltonian % matrix. % @seealso{balance, dare} % @end deftypefn