Date: Feb 15, 2013 10:21 AM
Author: Steven Lord
Subject: Re: Solve the system of equations II



"Milos Milenkovic" <m.milenkovic@mathworks.com> wrote in message
news:kflhuv$rvf$1@newscl01ah.mathworks.com...
> 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
slord@mathworks.com
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