i tired to use the "solve" command to solve a known couple ricatti equation, however matlab said a solution could not be found. ARE THERE OTHER WAYS OF SOLVING COUPLED RICATTI EQUATIONS USING MATLAB?
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V=[0.1 0.1];
A=diag(V);
B1=[0;1];
B2=[2;0];
f=[1.62 0.095];
h=[0.81 0.705];
E1=diag(f);
E2=diag(h);
g=[47.6 0.8];
Q1=diag(g);
i=[15.6 10];
Q2=diag(i);
S= solve(P1*A+A'*P1-P1*(B1*B1')*P1-P1*(B2*B2')*P2-P2*(B2*B2')*P1-P2*(B2*B2')*P2+Q1+2E1==0, P2*A+A'*P2-P2*(B2*B2')*P2-P2*(B1*B1')*P1-P1*(B1*B1')*P2-P1*(B1*B1')*P1+Q2+2E2==0);
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