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riccati_gamma.m File Reference

This function calculates gamma. Simdata must be a high dimensional solution. More...

Go to the source code of this file.

Functions

function gamma = riccati_gamma (model, model_data, sim)
 This function calculates gamma. Simdata must be a high dimensional solution. More...
 
function f = riccatigamma>afun (E, A, B, Z, dt)
 
function f = riccatigamma>afun2 (E, A, B, Z, dt)
 

Detailed Description

This function calculates gamma. Simdata must be a high dimensional solution.

Definition in file riccati_gamma.m.

Function Documentation

function gamma = riccati_gamma (   model,
  model_data,
  sim 
)

This function calculates gamma. Simdata must be a high dimensional solution.

This is done by solving the generalized Lyapunov equation A H E + E H A = - I and then gamma = || H ||

Andreas Schmidt, 2015

Parameters
modelmodel
model_datamodel data
simsim
Return values
gammagamma
Required fields of model:
  • gamma_mode —  gamma mode
  • n —  n
Required fields of sim:
  • Z —  Z

Definition at line 17 of file riccati_gamma.m.

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