How to solve the Riccati equation in Pytorch

1

Hi, I am trying to solve the discrete Riccati equation using pytorch tensors. I have been attempting to use the control package

import control
import torch

n=2
d=1

Q = torch.eye(n)
R = torch.eye(d)

A = torch.rand(n,n)
B = torch.rand(n,d)

(P,L,K) = control.dare(A_opt, B_opt, Q, R)

However, when I run this I get the following error,

Screen Shot 2020-08-17 at 7.21.44 PM
Screen Shot 2020-08-17 at 7.21.44 PM1124×334 53.9 KB

The control package generally works with numpy arrays. Does anyone know how to solve the Riccati equation using pytorch tensors?

2

Since the control library doesn’t accept PyTorch tensors, you would have to reimplement the method manually in PyTorch.
I don’t know which functions control.dare is calling and if all functions are available in PyTorch directly.

1 Like
3

Thank you! I will look into it