dlyap (Control Design and Simulation Module, MathScript Function)
Member of the cdsolvers class.
Syntax
X = dlyap(A, Q)
Description
Calculates the matrix X that solves the discrete Lyapunov Equation:
AXA'-X+Q = 0.
Inputs
| Name | Description |
| A | Specifies an n x n state matrix, where n is the number of states. The default is an empty matrix. A is a real matrix. |
| Q | Specifies a real matrix. |
Outputs
| Name | Description |
| X | Returns the solution to the discrete Lyapunov Equation. X is a real matrix. |
Examples
A = [0.2, 1; 0, -0.25]
Q = [2, 0; 0, 2]
X = dlyap(A, Q)