Date: Feb 15, 2013 12:57 PM
Author: Milos Milenkovic
Subject: Re: Solve the system of equations II

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?

Best,
M

"Steven_Lord" <slord@mathworks.com> wrote in message <kfljqi$5sg$1@newscl01ah.mathworks.com>...
>
>
> "Milos Milenkovic" <m.milenkovic@mathworks.com> wrote in message
> news:kflhuv$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
> To contact Technical Support use the Contact Us link on
> http://www.mathworks.com