You can use the following command to solve your equation:
[X,K,L] = idare(A,B,W,U,[],[]);
The equation provided in the documentation is:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/234479/image.png)
The variables can be mapped as follows:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/234480/image.png)
For further details, refer to the following link:
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