
% |A'*P + P*A < 0| , |P > I| (continuous time)
% or
% |A'*P*A - P < 0| , |P > I| (discrete time)
% with respect to |P|. We minimize the trace of |P|. The user can easily
% modify the bounds in the LMIs or the LMIs themselves.
% 
% Example of solving a continuous time problem
%
%  A=[0 1 0;0 0 1;-1 -2 -3];
%  penm = lyapu(A);
%  prob = penlab(penm); 
%  solve(prob);
%  P=prob.Y{1};
%
% Example of solving a discrete time problem
%
%  A = [.7 -.2 -.1; .5 .4 0; 0 -.5 .9];
%  penm = dlyapu(A);