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

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posted on 2010-01-14, 15:06 authored by Danilo P. Mandic, Jonathon Chambers
The problem of global asymptotic stability (GAS) of a time-variant m-th order difference equation y(n)=aT(n)y(n-1)=a1(n)y(n-1)+···+am(n)y(n-m) for ||a(n)||1<1 was addressed, whereas the case ||a(n)||1=1 has been left as an open question. Here, we impose the condition of convexity on the set C0 of the initial values y(n)=[y(n-1),...,y(n-m)]T εRm and on the set AεRm of all allowable values of a(n)=[a1(n),...,am(n)]T, and derive the results from [1] for ai≥0, i=1,...,n, as a pure consequence of convexity of the sets C0 and A. Based upon convexity and the fixed-point iteration (FPI) technique, further GAS results for both ||a(n)||i<1, and ||a(n)||1=1 are derived. The issues of convergence in norm, and geometric convergence are tackled.

History

School

  • Mechanical, Electrical and Manufacturing Engineering

Citation

MANDIC, D.P. and CHAMBERS, J.A., 2000. On stability of relaxive systems described by polynomials with time-variant coefficients. IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications, 47(10), pp. 1534 - 1537

Publisher

© IEEE

Version

  • VoR (Version of Record)

Publication date

2000

Notes

This article was published in the journal IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications, [© IEEE] and is also available at: http://ieeexplore.ieee.org/. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.

ISSN

1057-7122

Language

  • en