Please how to Matrix Lyapunov equation?
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Abdelkader Hd on 23 Mar 2022
I have one question, please can you tell me how I can solve the Matrix Lyapunov equation using Matlab or Wolfram Mathematica :
and this differential matrix equation: .
Sam Chak on 23 Mar 2022
You can use the function lyap to compute the solution to the Lyapunov equation. See the following example:
A = [0 1 0; -1 -2 0; 0 1 -1]
D = 2*eye(3)
X = lyap(A, D)
A*X + X*A' % check: should be the same as –D
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