posted on 2010-01-14, 15:06authored byDanilo 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