@@ -411,25 +411,27 @@ def dlyap(A,Q,C=None,E=None):
411411#### Riccati equation solvers care and dare
412412
413413def care (A ,B ,Q ,R = None ,S = None ,E = None ):
414- """ (X,L,G) = care(A,B,Q) solves the continuous-time algebraic Riccati
414+ """ (X,L,G) = care(A,B,Q,R=None ) solves the continuous-time algebraic Riccati
415415 equation
416416
417- A^T X + X A - X B B^T X + Q = 0
417+ A^T X + X A - X B R^-1 B^T X + Q = 0
418418
419- where A and Q are square matrices of the same dimension. Further, Q
420- is a symmetric matrix. The function returns the solution X, the gain
421- matrix G = B^T X and the closed loop eigenvalues L, i.e., the eigenvalues
422- of A - B G.
419+ where A and Q are square matrices of the same dimension. Further,
420+ Q and R are a symmetric matrices. If R is None, it is set to the
421+ identity matrix. The function returns the solution X, the gain
422+ matrix G = B^T X and the closed loop eigenvalues L, i.e., the
423+ eigenvalues of A - B G.
423424
424425 (X,L,G) = care(A,B,Q,R,S,E) solves the generalized continuous-time
425426 algebraic Riccati equation
426427
427428 A^T X E + E^T X A - (E^T X B + S) R^-1 (B^T X E + S^T) + Q = 0
428429
429- where A, Q and E are square matrices of the same dimension. Further, Q and
430- R are symmetric matrices. The function returns the solution X, the gain
431- matrix G = R^-1 (B^T X E + S^T) and the closed loop eigenvalues L, i.e.,
432- the eigenvalues of A - B G , E. """
430+ where A, Q and E are square matrices of the same
431+ dimension. Further, Q and R are symmetric matrices. If R is None,
432+ it is set to the identity matrix. The function returns the
433+ solution X, the gain matrix G = R^-1 (B^T X E + S^T) and the
434+ closed loop eigenvalues L, i.e., the eigenvalues of A - B G , E."""
433435
434436 # Make sure we can import required slycot routine
435437 try :
0 commit comments