gfare - filter Riccati equation
Generalized Filter Algebraic Riccati Equation (GFARE). Z = solution, H = gain.
The GFARE for Sl=[A,B,C,D] is:
where S=(eye()+D'*D), Si=inv(S), R=(eye()+D*D'), Ri=inv(R) and H=-(B*D'+Z*C')*Ri is such that A+H*C is stable.