Riccati {dse} | R Documentation |
Solve a Matrix Riccati Equation
Riccati(A, B, fuzz=1e-10, iterative=FALSE)
A |
A matrix. |
B |
A matrix. |
fuzz |
The tolerance used for testing convergence. |
iterative |
If TRUE an iterative solution technique is used. |
Solve Riccati equation P = APA' + B by eigenvalue decompostion of a symplectic matrix or by iteration.
xxx
This procedure has not been tested.
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