control.dlyap¶

control.dlyap(A, Q, C=None, E=None)¶

dlyap(A,Q) solves the discrete-time Lyapunov equation

$A X A^T - X + Q = 0$

where A and Q are square matrices of the same dimension. Further Q must be symmetric.

dlyap(A,Q,C) solves the Sylvester equation

$A X Q^T - X + C = 0$

where A and Q are square matrices.

dlyap(A,Q,None,E) solves the generalized discrete-time Lyapunov equation

$A X A^T - E X E^T + Q = 0$

where Q is a symmetric matrix and A, Q and E are square matrices of the same dimension.