Algebraic Riccati Equations in Control Theory
Algebraic Riccati equations appear in many linear optimal and robust control methods such as in LQR, LQG, Kalman filter, H2 and Hinfinity techniques. Solving these equations is a vital step in designing such controllers and state estimators. "
In Maple 15, the CARE and DARE solvers for continuous and discrete algebraic Riccati equations are enhanced with high-precision solvers that allow you to get solutions beyond IEEE double precision.
