diff --git a/CheckRiccatiSolution.m b/CheckRiccatiSolution.m
new file mode 100644
index 0000000000000000000000000000000000000000..f72463e05f4da4600e9a37ff85926c41e2e5c8c3
--- /dev/null
+++ b/CheckRiccatiSolution.m
@@ -0,0 +1,7 @@
+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
+