Dear, yes it is very similar to discrete time Lyapunov eq. AXA' - BxB' + D = 0 except for signs in the front of second and third term. And D is not symmetric. For D to change sign is not problem, but what with BxB'? Also, how to transform asymmetric in symmetric matrix?
"Steven_Lord" <email@example.com> wrote in message <firstname.lastname@example.org>... > > > "Milos Milenkovic" <email@example.com> wrote in message > news:firstname.lastname@example.org... > > Dear all, > >> > > > what if there is an implicit conditional equation like D=B*X*B' + > >> > > > A*X*A', X=?, A,B,D are known. Can I use the concept proposed by > >> > > > Greg? > > That's _almost_ in the form specified for the DLYAP function's generalized > solver. > > http://www.mathworks.com/help/control/ref/dlyap.html > > Alternately you may be able to translate it into the form of the generalized > equation solved by LYAP. > > http://www.mathworks.com/help/control/ref/lyap.html > > -- > Steve Lord > email@example.com > To contact Technical Support use the Contact Us link on > http://www.mathworks.com