# LyapunovSolve

LyapunovSolve[a,c]

finds a solution of the matrix Lyapunov equation .

LyapunovSolve[a,b,c]

solves .

LyapunovSolve[{a,d},c]

solves .

LyapunovSolve[{a,d},{b,e},c]

solves .

# Details

• LyapunovSolve solves the continuous-time Lyapunov and Sylvester equations.
• LyapunovSolve works on both numerical and symbolic matrices.

# Examples

open allclose all

## Basic Examples(1)

Solve the Lyapunov equation :

## Scope(7)

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 :

## Applications(7)

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

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 StateSpaceModel:

First, choose an appropriate and such that the Lyapunov equation yields a nonsingular solution:

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

Compute the estimated state trajectories for a UnitStep input:

Compute the actual state trajectories for a UnitStep input:

Plot the actual and estimated states:

## Properties & Relations(5)

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

A stable system:

The definite integral is the solution to if 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:

Wolfram Research (2010), LyapunovSolve, Wolfram Language function, https://reference.wolfram.com/language/ref/LyapunovSolve.html.

#### Text

Wolfram Research (2010), LyapunovSolve, Wolfram Language function, https://reference.wolfram.com/language/ref/LyapunovSolve.html.

#### BibTeX

@misc{reference.wolfram_2020_lyapunovsolve, author="Wolfram Research", title="{LyapunovSolve}", year="2010", howpublished="\url{https://reference.wolfram.com/language/ref/LyapunovSolve.html}", note=[Accessed: 16-April-2021 ]}

#### BibLaTeX

@online{reference.wolfram_2020_lyapunovsolve, organization={Wolfram Research}, title={LyapunovSolve}, year={2010}, url={https://reference.wolfram.com/language/ref/LyapunovSolve.html}, note=[Accessed: 16-April-2021 ]}

#### CMS

Wolfram Language. 2010. "LyapunovSolve." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/LyapunovSolve.html.

#### APA

Wolfram Language. (2010). LyapunovSolve. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/LyapunovSolve.html