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  1. uncertainwerner

    Solution of Discrete-time Algebraic Riccati Equation

    Hi I am trying to solve for X in the DARE (Discrete-time Algebraic Riccati Equation): A'XA - X - (A'PB+S)*(B'XB+R)^-1*(A'XB+S)' + Q = 0 I know the diagonal matrix (in MATLAB notation) A = [-a 0; 0 a], and B = [b; 0]. I have tried looking and reading and the closest I get is to utilise the...

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