%  Example 3.5.  Computes the steady-state output correlation matrix.
clear
%  Input the state model matrices.
A=-10;
B=9;
C=1;
%  Compute the transfer function.
[nu,de]=ss2tf(A,B,C,0)
%  Input the input spectral density.
Sw=0.01;
%  Compute for the steady-state, state correlation matrix.
Sigmax=lyap(A,B*Sw*B');
%  Compute for the steady-state, output correlation matrix.
Sigmay=C*Sigmax*C'
