Home > mpt > extras > analysis > mpt_dlyap_infnorm.m

mpt_dlyap_infnorm

PURPOSE ^

Lyapunov equation with inf-norm for discrete-time LTI systems

SYNOPSIS ^

function [W,fail,Q,CPU] = mpt_dlyap_infnorm(A,Options)

DESCRIPTION ^

 Lyapunov equation with inf-norm for discrete-time LTI systems

  [W,fail,Q,cpu] = mpt_dlyap_infnorm(A,Options)


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 INPUT
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 A                system matrix x(k+1) = A * x(k), with  |eig(A)| < 1
 Options.         optional arguments
  .abs_tol        absolute tolerance (default mptOptions.abs_tol)
  .lpsolver       equivalent to the MPT settings (default mptOptions.lpsolver)
  .complexW       if 1, a complex W is allowed. (default 0)

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 OUTPUT
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 O:   W       final penalty marix of J(x)= ||W x||_inf
      fail    if 0, found a solution
      Q       find W and Q such that, W*A - Q*W = 0 and ||Q||_inf <1
      cpu     CPU time


 see also  MPT_NORM2PWA   MPT_LYAPUNOV

CROSS-REFERENCE INFORMATION ^

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