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From: kumar vishwajeet on 2 May 2010 06:29
I am trying to solve Riccati equation using ode45. Here is the command that I used:-

[t,y] = ode45(@callflexProject,[0,-10],[zeros(100,1)]);

The Riccati matrix is of 10x10 size. The third value in the ode45 command is initial value for FORWARD integration. Since I am performing backward integration, I have a major doubt:-
1. Will the states of Riccati matrix start with zero values and end to some other values??
or,
2. Will the states of Riccati matrix start with some values and end with zero values???

Thanks.
From: Bruno Luong on 2 May 2010 06:49
"kumar vishwajeet" <kwzeet(a)gmail.com> wrote in message <hrjk5h$kkf$1(a)fred.mathworks.com>...
> Since I am performing backward integration, I have a major doubt:-

It is kind of obvious: any backward integration becomes forward when we perform the change of variable t -> -t.

Bruno
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