I'm having difficulty figuring out how to solve a matrix quadratic of the form, $AXX + BX = -C$ analytically for $X$. Where $A$, $X$, $B$, and $C$ are $N \times N$ matrices.
I tried using Solve
, but got a message saying the system cannot be solved with methods available to Solvep
. Is there any other way?
Edit
If no analytical solution exists, it is possible to derive conditions on when the numerical solution exists?
DiscreteRiccatiSolve
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