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