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solve matrix differential equations with ode45

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Zicheng Cai
Zicheng Cai on 2 Oct 2019
I want to use ode to solve for a riccati differential equation. But it seems that it cannot be implemented directly in MATLAB.
is a known matrix. I want to get the S matrix at t by integrating backward in time.
  3 Comments
darova
darova on 4 Oct 2019
So what do you need help with? oder function looks ok as for me

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Answers (1)

Naveen Shanmuganantham
Naveen Shanmuganantham on 17 Dec 2020
I understand that you want to solve for a riccati differential equation in MATLAB.
The "CARE" function within the Control System Toolbox solves the matrix Riccati equation.
The following MATLAB Answers link will help you in solving the matrix Riccati differential equation within MATLAB,

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