solve matrix differential equations with ode45
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I want to use ode to solve for a riccati differential equation. But it seems that it cannot be implemented directly in MATLAB.
is a known matrix. I want to get the S matrix at t by integrating backward in time.
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Naveen Shanmuganantham
el 17 de Dic. de 2020
I understand that you want to solve for a riccati differential equation in MATLAB.
The "CARE" function within the Control System Toolbox solves the matrix Riccati equation.
The following MATLAB Answers link will help you in solving the matrix Riccati differential equation within MATLAB,
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Maximilian Behr
el 8 de Dic. de 2022
The repo https://zenodo.org/record/4460618#.Yt6LGsHP2de contains a solver (Modified Davison-Maki method) to solve the differential Riccati with MATLAB.
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