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Thread Subject:
Initial/final values in solving Riccati equation

Subject: Initial/final values in solving Riccati equation

From: kumar vishwajeet

Date: 2 May, 2010 10:29:05

Message: 1 of 2

I am trying to solve Riccati equation using ode45. Here is the command that I used:-

[t,y] = ode45(@callflexProject,[0,-10],[zeros(100,1)]);

The Riccati matrix is of 10x10 size. The third value in the ode45 command is initial value for FORWARD integration. Since I am performing backward integration, I have a major doubt:-
1. Will the states of Riccati matrix start with zero values and end to some other values??
or,
2. Will the states of Riccati matrix start with some values and end with zero values???

Thanks.

Subject: Initial/final values in solving Riccati equation

From: Bruno Luong

Date: 2 May, 2010 10:49:03

Message: 2 of 2

"kumar vishwajeet" <kwzeet@gmail.com> wrote in message <hrjk5h$kkf$1@fred.mathworks.com>...
> Since I am performing backward integration, I have a major doubt:-

It is kind of obvious: any backward integration becomes forward when we perform the change of variable t -> -t.

Bruno

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