F := matrix(2, 2, [0, 1, 0, 0]) C := matrix(2, 1, [0, c]) G := matrix(1, 2, [1, 0]) D := m The matrix Riccati equation: dS/dt=FS+SF^T-SG^T(DD^T)^(-1)GS+CC^T where ^T denotes transpose, ^(-1) denotes inverse. Given S(0), what is S(t), a 2*2 matrix, in either analytic or numeric solution? To simply a little bit, let's assume m=c=1, S(0)=0. Many thanks.