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Lyapunov Equation

  1. Feb 22, 2010 #1

    I had a thread earlier on the notation but it hasn't really helped me progress on the question.

    I'm really confused on how to start this, am I expected to find Q myself? As in choose any random Q?

    I need the Q to maximise rho, and so I think I need to find a Q where q1 is as large as possible?

    I know how to find P and ||P|| using matlab, but it's finding Q that I cannot do!!

    There are zero examples of this in my notes, it's just all theory and I'm really clueless.

    Any help would be great.

  2. jcsd
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