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In my Robust model control, I have got a couple of quadratic Riccati inequalities which need to be solved numerically on MATLAB. My question, Is there function on MATLAB can solve quadratic Riccati inequality or I have to transform it to Linear matrix inequality(LMI) using Schur complement approach and then apply it on MATLAB?. Thank you a lot.

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  • $\begingroup$ For each inequality, you have the corresponding Riccati equality for the maximal stabilizing solution. That's what hinfsyn uses by default. If you are not going to convert to LMI then you need to use the equality otherwise you will destroy the linearity of the solution since variables enter quadratically in the inequality version. $\endgroup$ – percusse Dec 6 '16 at 9:04
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    $\begingroup$ My pleasure. I've recently patched the Riccati solvers on the upcoming version of SciPy. So if you want, come to the dark side ... :-) $\endgroup$ – percusse Dec 8 '16 at 10:51
  • $\begingroup$ That's great. I have never used SciPy. Dark side.>> lol. $\endgroup$ – Sam A Dec 8 '16 at 20:49

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