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control.dlyap — Python Control Systems Library 0.10.2 documentation

control.dlyap(A, Q, C=None, E=None, method=None)[source]

Solves the discrete-time Lyapunov equation.

X = dlyap(A, Q) solves

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

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

where A and Q are square matrices.

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

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

Parameters:

A, Q2D array_like

Input matrices for the Lyapunov or Sylvestor equation.

C2D array_like, optional

If present, solve the Sylvester equation.

E2D array_like, optional

If present, solve the generalized Lyapunov equation.

methodstr, optional

Set the method used for computing the result. Current methods are ‘slycot’ and ‘scipy’. If set to None (default), try ‘slycot’ first and then ‘scipy’.

Returns:

X2D array (or matrix)

Solution to the Lyapunov or Sylvester equation.

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