When I use matlab to solve the control Riccati equation, it keeps
> giving me the error message:
> " Warning: Solution may be inaccurate due to poor scaling or
> eigenvalues too near imag. axis.
> ??? Error using ==> care
> Cannot order eigenvalues: spectrum too near unit circle."
>
> I believe this question comes up quite often when the system has poles
> close to the imaginary axis and system dimension is high. But I donot
> know how to deal with it. Any suggestions are appreciated.
>
> Regards
> Faming
This problem is frequent if you use 'care' command of Matlab with great matrices with hamiltonian eigenvalues near imaginary axis because I guess it uses matrix sign method to solve continuous-time algebraic riccati equations. You should use 'aresolv' that is slow but hasn't this problem or implement Newton's method if you need great accuracy or you can use other specified methods if a faster computation is needed. If you write down your equation and its dimension, I will help you.
Bruno Iannazzo