矩阵系统中的MATLAB编码

Question

How can we find an unknown matrix from a system of known matrices in MATLAB? For example say we have

A=[-15 0; 0 -15], B = [8 2; 2 8], C=[2 1; 1 2], 

and we have to find an unknown matrix P from equation

A(T)P + PA+P(t)BP+C = 0

Answer 1

Looks like you're trying to solve the continuous algebraic Riccati equation. Correct? If so you're looking to use the care command, more info here . You could also look into the dare command for discrete time.