function [Phi, Gamma, Lambda] = predictionmatrices(A, B, C, N) %UNTITLED2 Summary of this function goes here % Detailed explanation goes here n = size(A,1); Atilde = [A; zeros((N-1)*n, n)]; k = [zeros(n, N*n); -kron(eye(N-1), A) zeros((N-1)*n,n)] + eye(N*n); Phi = k\Atilde; Gamma = k\kron(eye(N), B); Lambda = kron(eye(N), C); end