Hi,

I was reading a paper with the following title, (If you want the paper please let me know):

"Adaptive optimal control for continuous-time linear systems based on policy iteration"

and I was trying to develop a MATLAB code for it. In section 3, I was confused that how I can generate the X and Y matrices, as I did not understand the following sentence:

"Evaluating the right hand side of (21) at N ≥ n(n+1)/2 (the number of independent elements in the matrix Pi) points \bar{x}i in the state space, over the same time interval T"

The necessary parts are attached to this question alongside the code that I have written.

The main problem is that the estimated P matrix is not Positive Definite (PD), which I think that I am generating the X and Y matrices in the wrong way.

Thank you for taking your time for reading this question,

I will be thankful if you can post your opinion here.

A. Marashian.