<?xml version="1.0" encoding="UTF-8"?>
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<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink"
          xmlns:svg="http://www.w3.org/2000/svg" xmlns:mml="http://www.w3.org/1998/Math/MathML"
          xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org"
          xml:lang="en" xml:id="gfare">
    <refnamediv>
        <refname>gfare</refname>
        <refpurpose>Continuous time filter Riccati equation</refpurpose>
    </refnamediv>
    <refsynopsisdiv>
        <title>Syntax</title>
        <synopsis>[Z, H] = gfare(Sl)</synopsis>
    </refsynopsisdiv>
    <refsection>
        <title>Arguments</title>
        <variablelist>
            <varlistentry>
                <term>Sl</term>
                <listitem>
                    <para>a continuous time linear dynamical system in state-space representation</para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>Z</term>
                <listitem>
                    <para>symmetric matrix</para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>H</term>
                <listitem>
                    <para>real matrix</para>
                </listitem>
            </varlistentry>
        </variablelist>
    </refsection>
    <refsection>
        <title>Description</title>
        <para>
            Generalized Filter Algebraic Riccati Equation (GFARE).
            <literal>Z</literal> = solution, <literal>H</literal> = gain.
        </para>
        <para>
            The GFARE for <literal>Sl=[A,B,C,D]</literal> is:
        </para>
        <programlisting role=""><![CDATA[
(A-B*D'*Ri*C)*Z+Z*(A-B*D'*Ri*C)'-Z*C'*Ri*C*Z+B*Si*B'=0
 ]]></programlisting>
        <para>
            where <literal>S=(eye()+D'*D)</literal>, <literal>Si=inv(S)</literal>, <literal>R=(eye()+D*D')</literal>, <literal>Ri=inv(R)</literal>
            and <literal>H=-(B*D'+Z*C')*Ri</literal> is such that <literal>A+H*C</literal> is stable.
        </para>
    </refsection>
    <refsection role="see also">
        <title>See also</title>
        <simplelist type="inline">
            <member>
                <link linkend="gcare">gcare</link>
            </member>
        </simplelist>
    </refsection>
    <refsection>
        <title>History</title>
        <revhistory>
            <revision>
                <revnumber>5.4.0</revnumber>
                <revremark>
                    <literal>Sl</literal> is now checked for
                    continuous time linear dynamical system.  This modification
                    has been introduced by this <ulink url="http://gitweb.scilab.org/?p=scilab.git;a=commit;h=3d7083daae3339813ba747c8adcda1f9599bb80d">commit</ulink>
                </revremark>
            </revision>
        </revhistory>
    </refsection>
</refentry>
