From bf880f0243ee69ea1c49202f642ba0aefe841f11 Mon Sep 17 00:00:00 2001
From: Venkatraman Renganathan <venkat@control.lth.se>
Date: Mon, 13 Nov 2023 11:33:55 +0000
Subject: [PATCH] Upload New File

---
 CheckRiccatiSolution.m | 7 +++++++
 1 file changed, 7 insertions(+)
 create mode 100644 CheckRiccatiSolution.m

diff --git a/CheckRiccatiSolution.m b/CheckRiccatiSolution.m
new file mode 100644
index 0000000..f72463e
--- /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
+
-- 
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