On stability of relaxive systems described by polynomials with time-variant coefficients

被引:1
作者
Mandic, DP [1 ]
Chambers, JA
机构
[1] Univ E Anglia, Sch Informat Syst, Norwich NR4 7TJ, Norfolk, England
[2] Univ London Imperial Coll Sci Technol & Med, Dept Elect & Elect Engn, London, England
来源
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-FUNDAMENTAL THEORY AND APPLICATIONS | 2000年 / 47卷 / 10期
关键词
contraction mapping; convergence; fixed-point iteration; global asymptotic stability; linear systems; relaxation;
D O I
10.1109/81.886985
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
The problem of global asymptotic stability (GAS) of a time-variant m-th order difference equation y(n) = a(T)(n)y(n - 1) = a(1)(n)y(n - 1) +... + a(m)(n)y(n - m) for \ parallel toa(n)parallel to (1), < 1 was addressed in [1], whereas the case <parallel>a(n)parallel to (1) = 1 has been left as an open question. Here, we impose the condition of convexity on the set C-0 of the initial values y(n) = [y(n - 1),..., y(n - m)](T) is an element of IRm and on the set A is an element of IRm of an allowable values of a(n) = [a(1)(n),..., a(m)(n)](T), and derive the results from [1] for a(i) greater than or equal to 0, i = 1,..., n as a pure consequence of convexity of the sets C-0 and A. Based upon convexity and the fixed-point iteration (FPI) technique, further GAS results for both parallel toa(n)parallel to (1) < 1, and <parallel>a(n)parallel to (1) = 1 are derived, The issues of convergence in norm, and geometric convergence are tackled.
引用
收藏
页码:1534 / 1537
页数:4
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