Solve discrete-time Lyapunov or Sylvester equations.
Equations
AXA' - X + B = 0 (Lyapunov Equation) AXB - X + C = 0 (Sylvester Equation) AXA' - EXE' + B = 0 (Generalized Lyapunov Equation)
Algorithm
Uses SLICOT SB03MD, SB04QD and SG03AD by courtesy of
NICONET e.V.
See also: dlyapchol, lyap, lyapchol.
Package: control