Question: Solve the generalised algebraic Riccati equations

November 11 2012 STHence 50
0

Hello all,

I have the following generalised algebraic Riccati Equations of type:

ATY + YTA + CTC - YTBBTY = 0;

ETY - YTE = 0;

where A is 12x12 matrix, C is a 16x12 matrix, B is a 12x2 matrix.

However, the "CARE" function solves the different Riccati equation (http://www.maplesoft.com/support/help/Maple/view.aspx?path=LinearAlgebra/CARE)

Would you please help me to solve these equations for Y in Maple 15?

Thank you so much

Please Wait...