Contact US

Log In

Come Join Us!

Are you an
Engineering professional?
Join Eng-Tips Forums!
  • Talk With Other Members
  • Be Notified Of Responses
    To Your Posts
  • Keyword Search
  • One-Click Access To Your
    Favorite Forums
  • Automated Signatures
    On Your Posts
  • Best Of All, It's Free!

*Eng-Tips's functionality depends on members receiving e-mail. By joining you are opting in to receive e-mail.

Posting Guidelines

Promoting, selling, recruiting, coursework and thesis posting is forbidden.

Students Click Here

Solution of Discrete-time Algebraic Riccati Equation

Solution of Discrete-time Algebraic Riccati Equation

Solution of Discrete-time Algebraic Riccati Equation


I am trying to solve for X in the DARE (Discrete-time Algebraic Riccati Equation):

A'XA - X - (A'PB+S)*(B'XB+R)^-1*(A'XB+S)' + Q = 0

I know the diagonal matrix (in MATLAB notation) A = [-a 0; 0 a], and B = [b; 0].

I have tried looking and reading and the closest I get is to utilise the Hamiltonian / Sympletic matrix. However, I have no clue in proceeding.

Any help is very much appreciated!


RE: Solution of Discrete-time Algebraic Riccati Equation

I recommend you read Chapter 13 - Computational Methods for Riccati Equations, in B.N. Datta's "Numerical Methods for Linear Control Systems."

"Live and act within the limit of your knowledge and keep expanding it to the limit of your life." Ayn Rand, Atlas Shrugged.
Please see FAQ731-376: Eng-Tips.com Forum Policies for tips on how to make the best use of Eng-Tips.

RE: Solution of Discrete-time Algebraic Riccati Equation

I should have mentioned that what I am trying to achieve is to solve the equation analytically instead of numerically.

RE: Solution of Discrete-time Algebraic Riccati Equation

Continuing education? Most states require 12-14 hours of such to maintain ones P.E. credentials.

Engineering is a continual education...but will agree that this forum really unsuited to class-room assignments.

Red Flag This Post

Please let us know here why this post is inappropriate. Reasons such as off-topic, duplicates, flames, illegal, vulgar, or students posting their homework.

Red Flag Submitted

Thank you for helping keep Eng-Tips Forums free from inappropriate posts.
The Eng-Tips staff will check this out and take appropriate action.

Reply To This Thread

Posting in the Eng-Tips forums is a member-only feature.

Click Here to join Eng-Tips and talk with other members! Already a Member? Login


Close Box

Join Eng-Tips® Today!

Join your peers on the Internet's largest technical engineering professional community.
It's easy to join and it's free.

Here's Why Members Love Eng-Tips Forums:

Register now while it's still free!

Already a member? Close this window and log in.

Join Us             Close