how to actually use lyap(A,Q)
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So, lyap(A,Q) finds the 'solution' of Lyapunov equation A(transpose)*P + P*A + Q = 0, where P and Q are positive semi-definite.
But how are we actually able to specify Q? I thought in reality, we are trying to find a Lyapunov 'candidate' rather than a solution, where P abd Q that is positive semi-definite, not that we already know the value of Q.
Any insights on this would very much be appreciated.
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Fernando Duarte López
el 1 de Abr. de 2021
I have always used the identity matrix as Q.
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