Good day!
I'm reading article in economics now. There is discrete Riccati equation there. I know about function DARE in Matlab, but matrixes A and Q in [X,L,G] = dare(A,B,Q,R) depend upon X, i.e. matrixes A and Q include matrix X. How can I solve this riccati equation?
Thankx![]()
I'm reading article in economics now. There is discrete Riccati equation there. I know about function DARE in Matlab, but matrixes A and Q in [X,L,G] = dare(A,B,Q,R) depend upon X, i.e. matrixes A and Q include matrix X. How can I solve this riccati equation?
Thankx