An immuno-inspired approach to find the steady state solution of Riccati equations not solvable by Schur method

In this paper the Aoki method is used to identify a multivariable time series. During the identification procedure, the algebraic Riccati equation is solved using an immuno-inspired algorithm developed by the authors. The algorithm computational aspects are shown and the input parameters importance is highlighted. With the results obtained from algebraic Riccati equation resolution, a time series was generated using the model. This time series has agreed with the original one. The main objectives of this work are to focus on the new proposed approach computational aspects and to highlight the parameters choice importance.