Any solvers or code that gives out solution of Differential Lyapunov Equation ?

Any one ever worked on finding the solution to differential Lyapunov equation of the form :P(t)_dot + A'P(t) + P(t)A(t) + Q = 0 , where is A(t) is linearized dynamics, Q >0 .And please note,...

08 March 2015 3,805 1 View