dlyap

Discrete-time Lyapunov equations.

Syntax

• X = dlyap(A, Q)

Input argument

• A - real matrix
• Q - real matrix

Output argument

• X - matrix: solution of the discrete-time Lyapunov equation.

Description

X = dlyap(A, Q) resolves the Discrete-time Lyapunov equation.

Example

A = [10, 20; -30, -40];
Q = [30, 10; 10, 10];
X = dlyap (A, Q)

See also

lyap.

History

Author

Allan CORNET