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For questions about using and representing matrices on a computer in order to solve computational problems. Should generally also include a tag about the specific property/problem you are solving (e.g. [tag:linear-algebra], [tag:eigenvalues], [tag:inverse].
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On solution of a class of discrete-time Lyapunov equation for systems with multiplicaitve noise
+F_{p}XF_{p}^{T}+C$$
where $p$ is an positive integer and $C$ is a known positive semidefinite matrix. …