Recent content by Jeffrey Eiyike

My error e is surpose to converge to zero an remain there and the contract C is suppose to converge to 1 and remain there. But mine converges and later starts increasing

function dPdt = mRiccati(t,P, B, Q, R) %computes Phi P = reshape(P, size(Q)); % Convert from "n^2"-by-1 to "n"-by-"n" dPdt = -Q + P' * B * R^-1 * B.' * P; % Determine derivative dPdt = dPdt(:); % Convert from "n"-by-"n" to "n^2"-by-1 or converting to column vector end function dhdt =...

I can upload the code if you want to see my attempt.

Homework Statement Homework EquationsThe Attempt at a Solution

D is a square matrix..

Laplacian of the function V(x,t)=-1/2* x' D x + h' *x - Z x is a vector D is a matrix which depends on time h is a vector which depends on time Z is also a vector depends on time

Homework Statement Laplacian of the function V(x,t)=-1/2* x' D x + h' *x + D Homework EquationsThe Attempt at a Solution is equals D.