Recursive Approximate Solution to Matrix Diff. Riccati Eq.

These codes present a recursive approximate solution based on Taylor series expansion to time-varying matrix differential Riccati equation.

The intension of these solutions based on the Taylor series expansion is to gain a faster response for the practical implementation of the control design based on the Matrix Riccati equation. Several examples were solved in the following paper with details and explanations:

S. R. Nekoo and M. Irani Rahaghi, "Recursive approximate solution to time-varying matrix differential Riccati equation: Linear and nonlinear systems," International Journal of Systems Science, 49(13), 2797-2807, 2018.

The codes are presented on this page following the order of the examples of the article. Since the MATLAB function “care” is not available for many processors and digital boards, this solution might be helpful for the implementation of the SDRE and matrix differential Riccati equation on real platforms.