Exponential Stability for Discrete Time Linear Equations Defined by Positive Operators |
| |
Authors: | Vasile Dragan Toader Morozan |
| |
Affiliation: | (1) Institute of Mathematics of the Romanian Academy, P.O. Box 1-764, RO-014700 Bucharest, Romania |
| |
Abstract: | ![]() In this paper the problem of exponential stability of the zero state equilibrium of a discrete-time time-varying linear equation described by a sequence of linear positive operators acting on an ordered finite dimensional Hilbert space is investigated. The class of linear equations considered in this paper contains as particular cases linear equations described by Lyapunov operators or symmetric Stein operators as well as nonsymmetric Stein operators. Such equations occur in connection with the problem of mean square exponential stability for a class of difference stochastic equations affected by independent random perturbations and Markovian jumping as well us in connection with some iterative procedures which allow us to compute global solutions of discrete time generalized symmetric or nonsymmetric Riccati equations. The exponential stability is characterized in terms of the existence of some globally defined and bounded solutions of some suitable backward affine equations (inequalities) or forward affine equations (inequalities). |
| |
Keywords: | Primary 39A11 Secondary 47H07 93C55 93E15 |
本文献已被 SpringerLink 等数据库收录! |