ðɪs mˈeɪtɹɪks ɪz dɪtˈɜːmɪnd baɪ ðə mˈeɪtɹɪsˌiːz ænd θɹuː ðə fˈɑːloʊɪŋ ɐsˈoʊsɪˌeɪɾᵻd mˈeɪtɹɪks ɹɪkˈɑːɾi dˌɪfɚɹˈɛnʃəl ᵻkwˈeɪʒən:
This matrix is determined by the matrices  and  through the following associated matrix Riccati differential equation: