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Description X = dlyap(A,Q) solves the discrete-time Lyapunov equation AXA T − X + Q = 0, where A and Q are n-by- n matrices. The solution X is symmetric when Q is symmetric, and positive definite when Q is positive definite and A has all its eigenvalues inside the unit disk.

X = dlyap(A,B,C) solves the Sylvester equation AXB – X + C = 0, where A, B, and C must have compatible dimensions but need not be square. X = dlyap(A,Q,[],E) solves the generalized discrete-time Lyapunov equation AXA T – EXE T + Q = 0, where Q is a symmetric matrix. The empty square brackets, [], are mandatory. If you place any values inside them, the function will error out.