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Does dlyap (control package) works?


From: Hernán J . González
Subject: Does dlyap (control package) works?
Date: Wed, 7 Dec 2016 19:31:39 -0300

I'm not sure if I'm missing something stupid.

My issue is with dlyap function from "control" package

https://octave.sourceforge.io/control/function/dlyap.html

 dlyap(C,D)

is supposed to solve

 C*X*C' + D = X

but it does not seem to work for me:

 p=0.3, q=1-p;
 C=[ q p 0 ;  q 0 p ; q 0 0];
 D = [0 0 0; 0 0 0 ; p p p];

X1=dlyap(C,D)                                                                                                          
   0.034394   0.029959   0.023144
   0.029959   0.055090   0.021713
   0.023144   0.021713   0.316853

C*X1*C'+D

 0.034394   0.029959   0.023144
 0.029959   0.055090   0.021713
 0.323144   0.321713   0.316853

See the discrepancy in the last row.

The correct solution seems to be

A =
   0.50518   0.47078   0.36057
   0.53824   0.50828   0.38328
   0.64640   0.62326   0.54754

I'm using :
GNU Octave Version: 4.0.2
Operating System: MINGW32_NT-6.1 Windows 7 Service Pack 1 i686
package control 3.0.0 


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