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**nqchanh** I've used "ric_schr" instruction to solve Riccati equation. Before that, I typed on command window "help ric_schr" to get more infor about this instruction; according to matlab introduction, form of the instruction "[x1,x2,fail,reig_min,epkgdif] = ric_schr(ham,epp,balflg)", if fail = 0, the result we get from X = x2/x1 , ensure that A+RX being stable, but I'm not sure X is a positive semidefinte matrix because matlab does not refer to this ? hope someone has experience about this give me the answer ! thanks for your help ! ^ ~ ^