Solving Lyapunov Equation: Need Help Finding Q

  • Thread starter Firepanda
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Firepanda
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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.

Thanks
 

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