Riccati Differential Equation - Differential Equations 

In this video we will learn how to solve Riccati Differential Equation.
The general form of a Riccati Equation is:
y' = a(x) y + b(x) y^2 + c(x)
The equation is named after Jacopo Riccati (1676-1754).
More generally, the term Riccati equation is used to refer to matrix equations with an analogous quadratic term, which occur in both continuous-time and discrete-time linear-quadratic-Gaussian control. The steady-state (non-dynamic) version of these is referred to as the algebraic Riccati equation.