ɪn ðæt kˈeɪs ðə sˈɛkənd mˈeɪtɹɪks ɹɪkˈɑːɾi dˌɪfɚɹˈɛnʃəl ᵻkwˈeɪʒən mˈeɪ biː ɹᵻplˈeɪst baɪ ðɪ ɐsˈoʊsɪˌeɪɾᵻd ˌældʒɪbɹˈeɪɪk ɹɪkˈɑːɾi ᵻkwˈeɪʒən.
In that case the second matrix Riccati differential equation may be replaced by the associated algebraic Riccati equation.