I was trying to implement an algorithm which requires the solution of the following equation:
QA + A'Q + (C - B'Q)' (DD')^(-1) (C -B'Q) = 0.; with Q unknown only.
The function 'care' dose not seem to be a solution to this problem. Any help regarding this is highly appreciated.
Regards, Rashed

4 Kommentare

Matt J
Matt J am 22 Dez. 2013
CARE looks like it would be applicable to me...
Md Rasheduzzaman
Md Rasheduzzaman am 22 Dez. 2013
Bearbeitet: Md Rasheduzzaman am 22 Dez. 2013
Thanks Matt, but I am just not able to rearrange the matrices C, B', Q in a way that they can fit the general riccati equation.
Md Rasheduzzaman
Md Rasheduzzaman am 22 Dez. 2013
Bearbeitet: Md Rasheduzzaman am 22 Dez. 2013
Cheetamun Koshal
Cheetamun Koshal am 25 Jun. 2016
Q is a semidefinite positive symmetric matrix and can be set by the user. The values entered affects the quality of response.

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am 22 Dez. 2013

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