I am a newbie in control area. I get stuck at an Riccati equation. I find everywhere and I can't find an answer.
A brief description would like, Say I have an equation:
$P = Q + \zeta^TPA$ and $\zeta = A^T (I + PBR^{-1} B^T)^{-1}$
all of the matrices are known, except P
So How can I solve this to find the P?
To be specific, this is the equation 25 from a paper, you can take a look at it from this link: https://www.researchgate.net/publication/337523645_Design_and_Test_of_Speed_Tracking_Control_for_the_Self-Driving_Lincoln_MKZ_Platform