dlyap {netcontrol} | R Documentation |
Discrete Lyapunov Equation Solver
Description
Computes the solution of using the Barraud 1977 approach, adapted from Datta 2004.
This implementation is equivalent to the Matlab implementation of dylap.
Usage
dlyap(A, W)
Arguments
A |
|
W |
|
Value
The solution to the above Lyapunov equation.
References
Barraud A (1977). “A numerical algorithm to solve \$ A^TXA - X = Q\$.” IEEE Transactions on Automatic Control, 22(5), 883–885. ISSN 0018-9286, doi: 10/fr9gs7, http://ieeexplore.ieee.org/document/1101604/.
Datta BN (2004). Numerical methods for linear control systems: design and analysis. Elsevier Academic Press, Amsterdam ; Boston. ISBN 978-0-12-203590-6.
Examples
A = matrix(c(0,-3,-2,2,-2,1,-1,2,-1), 3,3)
C = matrix(c(-2,-8,11,2,-6,13,-3,-5,-2), 3,3)
X = dlyap(t(A), C)
print(sum(abs(A %*% X %*% t(A) - X + C)))
[Package netcontrol version 0.1 Index]