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Re: Solve the system of equations II
Posted:
Feb 15, 2013 12:57 PM


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



