Function Reference

dlyap

Solve discrete-time Lyapunov equations

Syntax

• X = dlyap(A,Q)
  

Description

dlyap solves the discrete-time Lyapunov equation

where 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

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