Main Content

Matrix Computations

Controllability and observability, Lyapunov and Riccati equations

Functions

lyap Continuous Lyapunov equation solution
lyapchol Square-root solver for continuous-time Lyapunov equation
dlyap Solve discrete-time Lyapunov equations
dlyapchol Square-root solver for discrete-time Lyapunov equations
icare Implicit solver for continuous-time algebraic Riccati equations
idare Implicit solver for discrete-time algebraic Riccati equations
care (Not recommended) Continuous-time algebraic Riccati equation solution
dare (Not recommended) Solve discrete-time algebraic Riccati equations (DAREs)
gcare (Not recommended) Generalized solver for continuous-time algebraic Riccati equation
gdare (Not recommended) Generalized solver for discrete-time algebraic Riccati equation
ctrb Controllability matrix
obsv Observability matrix
ctrbf Compute controllability staircase form
obsvf Compute observability staircase form
gram Controllability and observability Gramians
gramOptions Options for thegramcommand
bdschur Block-diagonal Schur factorization
norm Norm of linear model