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

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Matt J
Matt J 2013년 12월 22일
CARE looks like it would be applicable to me...
Md Rasheduzzaman
Md Rasheduzzaman 2013년 12월 22일
편집: Md Rasheduzzaman 2013년 12월 22일
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 2013년 12월 22일
편집: Md Rasheduzzaman 2013년 12월 22일
Cheetamun Koshal
Cheetamun Koshal 2016년 6월 25일
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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2013년 12월 22일

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2016년 6월 25일

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