Why the function "dare" is not working?
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Hi everyone!
I am having some issues with the function dare. here are the codes:
C = [1+rhox -rhox 0 ; 1 0 0 ; 0 0 rhoz];
D = [1 0 1 ; 1 0 0];
Sigma_1 = zeros(3,3);
Sigma_1(1,1) = sigma_eps^2;
Sigma_1(3,3) = sigma_eta^2;
Sigma_2 = zeros(2,2);
Sigma_2(2,2) = sigma_v^2;
P = dare(C',D',Sigma_1,Sigma_2);
As you can see, with the first lines I am defining the matrices, while last code is supposed to solve the Riccati equation in order to obtain P. The problem is that it shows the message "Undefined function 'dare' for input arguments of type 'double'", and it is asked me if I meant "date". Is it possible that my version (R2013b) doesn't include this function?
Many thanks in advance!
Ale
ps. I am sorry for the "if true" at the beginning, it has been inserted when I tried to write down the lines as code. If I try to delete it, the following lines stop being written in this manner.
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