此函数求解形式为的代数Riccati方程：
A'*X + X*A' - X*G*X + Q = 0，
其中 A、G 和 Q 已给出，X 是对称解。 所有项都是实 nxn 矩阵，G 和 Q 是半正定的。
这个方程的一个常见用途是求解线性系统的最佳反馈增益，在这种情况下
G = B*R^-1*B' 和 K = R^-1*B'*X。
有关更多详细信息，请参阅http://en.wikipedia.org/wiki/Linear-quadratic_regulator 。 基于http://dspace.mit.edu/handle/1721.1/1301的求解方法。
2021-09-12 18:28:42
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Through many examples and real-world applications, Practical Linear Algebra: A Geometry Toolbox, Third Edition teaches undergraduate-level linear algebra in a comprehensive, geometric, and algorithmic way. Designed for a one-semester linear algebra course at the undergraduate level, the book gives instructors the option of tailoring the course for the primary interests: math, engineering, science, computer graphics, and geometric modeling.
2021-09-12 07:50:41
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