Hello everybody. I am trying to solve matrix riccati differential equation for an LQR controller. I tried solving it with DSolve function but it didn't work.I also tried NDsolve function. Do you have a solution for this? I attached the equation for you.

DSolve[P'[t] == -P[t] . A - Transpose[A] . P[t] - Q + (P[t] . B + M) . 
     Transpose[R] . (Transpose[B] . P[t] + Transpose[M]), P[t], t];