Also, what is the difference in a nutshell between the Ricatti ODE and the generalized Ricatti ODE?

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Also, what is the difference in a nutshell between the Ricatti ODE and the generalized Ricatti ODE?

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What research have you done regarding that? What did you find?

Also, what is the difference in a nutshell between the Ricatti ODE and the generalized Ricatti ODE?

This video (https://youtu.be/3heIoKDhN3E?t=43) introducing the Riccati ODE references a more general form than the one it covers. I presume this is a reference to the notably more daunting linear algebraic equations in the Wikipedia article on Linear-Quadradic-Gaussian Control (https://en.wikipedia.org/wiki/Linear–quadratic–Gaussian_control). However, my differential equations textbook attempts to introduce the generalized Riccati ODE without introducing the Riccati ODE.What research have you done regarding that? What did you find?

It appears more or less identical to the Riccati ODE found in other sources, so if there are actually three levels of generality, I'm not certain what the less general form than the book's would look like.

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