How to solve Riccati Equations using Mathematica

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Pradeep

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Apr 17, 2010, 1:12:02 AM4/17/10
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Hi,

My question is that I want to solve a Algebraic Riccati Equations
(ARE) for my optimal controller, which has 3x3 matrices. I used the
Solve as well as DSolve, but, Mathematica does not solve the system.
Mine is non homogeneous, but I think Mathematica should be able to
solve it. (it is 3x3 system) Any ideas or suggestions are highly
appreciated.

-Pradeep

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