Solving Riccati Equation by function Dare with depending upon X matrixes

Good day!

I'm reading article in economics now. There is discrete Riccati equation there. I know about function DARE in Matlab, but matrixes A and Q in [X,L,G] = dare(A,B,Q,R) depend upon X, i.e. matrixes A and Q include matrix X. How can I solve this riccati equation?

Thankx

[Azzi Abdelmalek]

We can't guess if we do not see the relation between A,Q and X. It will be useful if you post your equation, maybe we can adapt it to more general equation [X,L,G] = dare(A,B,Q,R,S,E)