```Date: Apr 5, 2013 7:41 PM
Author: Nasser Abbasi
Subject: Re: Solving Matrix Riccati

On 4/5/2013 6:20 PM, Jeremy wrote:> I'm new to MATLAB and trying to use ODE45 to find the coefficients of the matrix>Riccati equation for a controls problem.Any reason why are you not using the specalized funtions for Riccati solverin the control systems toolbox?http://www.mathworks.com/help/control/ref/care.html"careContinuous-time algebraic Riccati equation solution">> I'm not sure what I'm doing wrong.>> I've defined my Riccati equation in a function 'regulator'>> %Define matrices> function dS=regulator(t,S)>> A=[0 1;0 -2.972];> B=[0;390];> Q=[(1/(pi^2)) 0;0 30];> R=1;>> dS=-1*(A'*S+S*A-S*B*(R^-1)*B'*S+Q);>> end>> Then I'm just going straight to ODE45, doing something like this:>> [t,S]=ode45('regulator',[0 5],[0 0;0 0])>> looking for a solution to matrix S.>> Can I solve like this or do I have to multiply out all the terms of S?  Assuming S is>> S = [s11(t) s12(t) ; s12(t)  s22(t)];>> Any help would be appreciated.>
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