Solving Matrix differential equations

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REYA ROSE
REYA ROSE on 18 Nov 2015
Commented: James Tursa on 18 Nov 2015
Hi team I found your great way to solve matrix riccatti equation by you in the below link. http://au.mathworks.com/matlabcentral/answers/94722-how-can-i-solve-the-matrix-riccati-differential-equation-within-matlab My problem is also somewhat related to it. But a small difference. dK/dt =W(t) * K (t) - K (t) * W(t). Here both K and W depends on time. Can you please help me to solve this?
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James Tursa
James Tursa on 18 Nov 2015
How does W(t) depend on time? I.e., what is preventing you from simply calculating it inside the derivative function given t?

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