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37 lines
1.1 KiB
37 lines
1.1 KiB
2 years ago
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#pragma once
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#include <Eigen/Dense>
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namespace drake {
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namespace math {
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/// Computes the unique stabilizing solution S to the continuous-time algebraic
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/// Riccati equation:
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///
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/// @f[
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/// S A + A' S - S B R^{-1} B' S + Q = 0
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/// @f]
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///
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/// @throws std::exception if R is not positive definite.
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///
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/// Based on the Matrix Sign Function method outlined in this paper:
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/// http://www.engr.iupui.edu/~skoskie/ECE684/Riccati_algorithms.pdf
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///
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Eigen::MatrixXd ContinuousAlgebraicRiccatiEquation(
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const Eigen::Ref<const Eigen::MatrixXd>& A,
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const Eigen::Ref<const Eigen::MatrixXd>& B,
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const Eigen::Ref<const Eigen::MatrixXd>& Q,
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const Eigen::Ref<const Eigen::MatrixXd>& R);
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/// This is functionally the same as
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/// ContinuousAlgebraicRiccatiEquation(A, B, Q, R).
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/// The Cholesky decomposition of R is passed in instead of R.
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Eigen::MatrixXd ContinuousAlgebraicRiccatiEquation(
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const Eigen::Ref<const Eigen::MatrixXd>& A,
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const Eigen::Ref<const Eigen::MatrixXd>& B,
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const Eigen::Ref<const Eigen::MatrixXd>& Q,
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const Eigen::LLT<Eigen::MatrixXd>& R_cholesky);
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} // namespace math
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} // namespace drake
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