Using differential ricati equation for computing control in ode45

5 Feb 2019
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I have generated differential riccati equation using method mentioned at https://www.mathworks.com/matlabcentral/answers/94722-how-can-i-solve-the-matrix-riccati-differential-equation-within-matlab.
However now I want to use this differential riccati equation to compute control using ode45. I know u = -R\B'*P*x but I am not sure how to select the appropriate P in this case, since time is not certain in ode45

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