LyapunovSolve

Solve a Lyapunov equation:

Verify the solution:

Solve :

Solve for coefficient matrices with different dimensions:

Solve :

Solve :

Solve the Lyapunov equation with symbolic coefficients:

Obtain the symbolic solution of :

Test the stability of by checking if the solution of is positive definite for a negative definite c:

As expected, the eigenvalues are in the left half plane:

An unstable system:

Compute the controllability Gramian of a stable continuous-time system:

Compute the observability Gramian of a stable continuous-time system:

Compute the norm of an asymptotically stable continuous-time system:

Compute the feedback gains that place poles at desired locations:

Verify the solution:

For MIMO systems, the feedback gains are not unique:

Construct an observer for a state-space model:

First, choose an appropriate and such that the Lyapunov equation yields a non-singular solution:

Then construct the observer as , , where is the observer state vector, is the output, is the input, and is the estimated state vector:

Plot the actual and estimated states for a unit step input:

The equation , with a negative definite c, yields a unique positive definite solution if and only if the eigenvalues of a are in the closed left-half plane:

A stable system:

The definite integral is the solution to if a is asymptotically stable:

Compute the infinite-horizon quadratic cost for the asymptotically stable system :

Compute using direct integration:

Solve the matrix equation :

LinearSolve gives the same solution:

Solve the Lyapunov equation using LinearSolve:

LyapunovSolve gives the same solution: