Solve the generalised algebraic Riccati equations

Question:Solve the generalised algebraic Riccati equations

Posted: STHence 50

November 11 2012

Hello all,

I have the following generalised algebraic Riccati Equations of type:

A^TY + Y^TA + C^TC - Y^TBB^TY = 0;

E^TY - Y^TE = 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

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