fig2ps is a script for converting xfig files to PS
or PDF, processing text using LaTeX. It is
intended to help typeset good quality documents,
where the font on the pictures is exactly the same
as the font in the text. The advantage it has over
some other xfig exporters such as eepic is that
you compile the picture only once and not every
time you compile your LaTeX file, giving a great
gain in speed with complex pictures. It should
work with LyX.