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