control.lyap

control.lyap(A, Q, C=None, E=None)

X = lyap(A,Q) solves the continuous-time Lyapunov equation

A X + X A^T + Q = 0

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

X = lyap(A,Q,C) solves the Sylvester equation

A X + X Q + C = 0

where A and Q are square matrices.

X = lyap(A,Q,None,E) solves the generalized continuous-time Lyapunov equation

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

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