Function Reference: dlyap

Function File: x = dlyap (a, b)
Function File: x = dlyap (a, b, c)
Function File: x = dlyap (a, b, [], e)

Solve discrete-time Lyapunov or Sylvester equations.

Equations

 
 
 AXA' - X + B = 0      (Lyapunov Equation)

 AXB - X + C = 0       (Sylvester Equation)

 AXA' - EXE' + B = 0   (Generalized Lyapunov Equation)

Algorithm
Uses SB04QD and SG03AD, Copyright (c) 2020, SLICOT, available under the BSD 3-Clause (License and Disclaimer).

See also: dlyapchol, lyap, lyapchol

Source Code: dlyap