• DocumentCode
    706949
  • Title

    Riccati equations in stability theory of difference equations with memory

  • Author

    Kolmanovskii, V.B. ; Lafay, J.-F. ; Richard, J.-P.

  • Author_Institution
    Space Res. Inst., MIEM, Moscow, Russia
  • fYear
    1999
  • fDate
    Aug. 31 1999-Sept. 3 1999
  • Firstpage
    3630
  • Lastpage
    3636
  • Abstract
    This paper defines several Riccati equations that allow checking the stability of difference equations with delay effect as xi+1 = mΣj=0 Aj xi-j (xi ϵ Rn). These various matrix Riccati equations have the same dimension n than the vector x, whatever the order m may be: this represents an advantage for high orders m when compared to classical matrix Lyapunov equations which should be of order mn. For instance, as a corollary, independent-on-delay (m) conditions are derived in the special case xi+1 = A xi + Bxi-m. All the proposed conditions are sufficient, but tend to necessary-and-sufficient ones if there is no delay effect (Aj = 0 for j ≥ 0).
  • Keywords
    Lyapunov methods; Riccati equations; delays; difference equations; matrix algebra; stability; Riccati equations; delay effect; difference equation stability theory; independent-on-delay conditions; matrix Lyapunov equations; memory; necessary-and-sufficient conditions; Asymptotic stability; Delays; Difference equations; Lyapunov methods; Riccati equations; Stability analysis; Symmetric matrices; Riccati equations; delay systems; difference equations; direct method of Lyapunov; stability;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 1999 European
  • Conference_Location
    Karlsruhe
  • Print_ISBN
    978-3-9524173-5-5
  • Type

    conf

  • Filename
    7099894