参考网址:
https://www.researchgate.net/post/What_is_the_best_way_to_find_Lyapunov_functions2
X = dlyap(A, Q) solves the discrete-time Lyapunov equation:
AXAT−X+Q=0.
A
X
A
T
−
X
+
Q
=
0.
The discrete-time Lyapunov equation has a (unique) solution if the
eigenvalues α1, α2, …, αN of A satisfy αiαj ≠ 1 for all (i, j). If
this condition is violated, dlyap produces the error message:
“Solution does not exist or is not unique.” Please check the
eigenvalues of A.
CODE IS AS FOLLOWS:
A = 0.1;
Q = 0.5;
X = dlyap(A,Q);
>> X
X =
0.5051