A note on the matrix equation A' LA-L = -K
HENRY M. POWER · IEEE Transactions on Automatic Control · 1969
Matrices WiandN_{i},which result from application of Krylov's algorithm to the matricesAandBrelated byA = (B + I)(B - I)^{-1},are shown to be row equivalent, i.e.,N_{i} = M_{i}W_{1}. This result is applied to solution of the Lyapunov matrix equation for discrete-time systems,A'LA - L = -K.