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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) INRIA - F. Delebecque
//
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution. The terms
// are also available at
// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
function [Z,H]=gfare(Sl)
//[Z,H]=gfare(Sl)
//Generalized Filter Algebraic Riccati Equation
//X = solution , F = gain
//!
if argn(2)<1 then
error(msprintf(gettext("%s: Wrong number of input arguments: %d expected.\n"),..
"gfare",1))
end
if typeof(Sl)<>"state-space" then
error(msprintf(gettext("%s: Wrong type for input argument #%d: Linear state space expected.\n"),"gfare",1))
end
if Sl.dt<>"c" then
error(msprintf(gettext("%s: Wrong type for argument #%d: In continuous time expected.\n"),"gfare",1))
end
[A,B,C,D]=abcd(Sl);
S=eye()+D'*D;R=eye()+D*D';
Si=inv(S);Ri=inv(R);
Ar=A-B*Si*D'*C;
H=[Ar',-C'*Ri*C;
-B*Si*B',-Ar];
Z=ric_desc(H);
H=-(B*D'+Z*C')*Ri
endfunction
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