DARE.hpp

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/**********************************************************************************************************************
This file is part of the Control Toolbox (https://github.com/ethz-adrl/control-toolbox), copyright by ETH Zurich.
Licensed under the BSD-2 license (see LICENSE file in main directory)
 **********************************************************************************************************************/

#pragma once

#include "DynamicRiccatiEquation.hpp"

namespace ct {
namespace optcon {

template <size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR = double>
class DARE
{
public:
    EIGEN_MAKE_ALIGNED_OPERATOR_NEW

    typedef Eigen::Matrix<SCALAR, STATE_DIM, STATE_DIM> state_matrix_t;
    typedef Eigen::Matrix<SCALAR, CONTROL_DIM, CONTROL_DIM> control_matrix_t;
    typedef Eigen::Matrix<SCALAR, CONTROL_DIM, STATE_DIM> control_state_matrix_t;
    typedef Eigen::Matrix<SCALAR, STATE_DIM, CONTROL_DIM> control_gain_matrix_t;
    typedef Eigen::Matrix<SCALAR, CONTROL_DIM, STATE_DIM> control_feedback_t;

    DARE();

    state_matrix_t computeSteadyStateRiccatiMatrix(const state_matrix_t& Q,
        const control_matrix_t& R,
        const state_matrix_t& A,
        const control_gain_matrix_t& B,
        control_feedback_t& K,
        bool verbose = false,
        const SCALAR eps = 1e-6,
        size_t maxIter = 1000);

    state_matrix_t computeSteadyStateRiccatiMatrix(const state_matrix_t& Q,
        const control_matrix_t& R,
        const state_matrix_t& A,
        const control_gain_matrix_t& B,
        state_matrix_t P,
        control_feedback_t& K,
        bool verbose = false,
        const SCALAR eps = 1e-6,
        size_t maxIter = 1000);


private:
    DynamicRiccatiEquation<STATE_DIM, CONTROL_DIM> dynamicRDE_;
};

}  // namespace optcon
}  // namespace ct