X = dlyap(A, Q) solves the discrete-time Lyapunov equation:

AXAT − X + Q = 0.

The discrete-time Lyapunov equation has a (unique) solution if the eigenvalues α1, α2, …, αN of A satisfy αiαj ≠ 1 for all (i, j).

If this condition is violated, dlyap produces the error message:

“Solution does not exist or is not unique.”

Please check the eigenvalues of A.

@Yew-Chung Chak    thank you a lot , I have solved it. 

Hi Feng Ping,

You're welcome.