| Control System Toolbox | Search Help Desk |
| dlyap | See Also |
Solve discrete-time Lyapunov equations
Syntax
X = dlyap(A,Q)
Description
dlyap solves the discrete-time Lyapunov equation
and 
are 
-by-
matrices.
The solution 
is symmetric when 
is symmetric, and positive definite when 
is positive definite and 
has all its eigenvalues inside the unit disk.
Diagnostics
The discrete-time Lyapunov equation has a (unique) solution if the eigenvalues
of 
satisfy 
for all 
.
If this condition is violated, dlyap produces the error message
Solution does not exist or is not unique.
See Also
covar Covariance of system response to white noise
lyap Solve continuous Lyapunov equations