Exponential stability for discrete time linear equations defined by positive operators

被引:19
作者
Dragan, V [1 ]
Morozan, T [1 ]
机构
[1] Romanian Acad, Inst Math, RO-014700 Bucharest, Romania
关键词
positive operators; discrete time linear equations; exponential stability;
D O I
10.1007/s00020-005-1371-7
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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).
引用
收藏
页码:465 / 493
页数:29
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