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CheckRiccatiSolution.m

+function diff = CheckRiccatiSolution(A, B, Q, R, P)
+% CheckRiccatiSolution checks if P is solution to idare
+
+diff = A'*P*A + Q - A'*P*B*inv(R + B'*P*B)*B'*P*A - P;
+
+end
+