Date: Feb 15, 2013 12:57 PM
Author: Milos Milenkovic
Subject: Re: Solve the system of equations II
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
> > 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
> Alternately you may be able to translate it into the form of the generalized
> equation solved by LYAP.
> Steve Lord
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