Lyapunov equation
[X]=lyap(A,C,'c') [X]=lyap(A,C,'d')
real square matrices, C
must be symmetric
X= lyap(A,C,flag)
solves the continuous time or
discrete time matrix Lyapunov matrix equation:
![]() | Note that a unique solution exist if and only if an eigenvalue of A is
not an eigenvalue of -A (flag='c' ) or 1 over an eigenvalue of A
(flag='d' ). |