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Text File  |  1993-03-11  |  339 b   |  16 lines
  1. function x = dlyap(a,c)
  2. %DLYAP    Discrete Lyapunov equation solution.
  3. %    X = DLYAP(A,C) solves the discrete Lyapunov equation:
  4. %
  5. %        A*X*A' + C = X
  6. %
  7. %    See also LYAP.
  8.  
  9. %    J.N. Little 2-1-86
  10. %    Copyright (c) 1986-93 by The MathWorks, Inc.
  11.  
  12. [m,n] = size(a);
  13. a = (a+eye(m))\(a-eye(m));
  14. c = (eye(m)-a)*c*(eye(m)-a')/2;
  15. x = lyap(a,c);
  16.