General analytical forms for the solution of the Sylvester and Lyapunov equations for continuous and discrete dynamic systems
Nikolay E. Zubov, Eugene Yu. Zybin, Микрин Евгений Анатольевич, Misrikhan Sh. MISRIKHANOV, Vladimir Nikolaevich Ryabchenko · Journal of Computer and Systems Sciences International · 2017
An approach to forming analytical solutions of the discrete and continuous Sylvester and Lyapunov linear algebraic matrix equations is described. The approach is based on reducing the square matrix to the Jordan normal form. Examples, algorithms, and implementations in Matlab are presented.