Author/Authors :
Martin BohnerU، نويسنده , , Ond?rej Do?sl´y†، نويسنده , , Werner Kratz، نويسنده ,
Abstract :
In the first part inequalities for solutions of Riccati matrix difference equations
are obtained which correspond to the linear Hamiltonian difference system
D XksAkXkq1qBkUk, DUksCkXkq1yATkUk,
where Ak, Bk, Ck, Xk, Uk are n=n-matrices with symmetric Bk and Ck. If the
matrices Xkare invertible, then the matrices QksUkXyk 1 solve the Riccati
matrix difference equation
Qkq1sCkq IyATk.Qk IqBkQk.y1 IyAk..
In contrast to some recent papers dealing with these equations we do not assume
that the matrices Bk are invertible. The second part of the paper deals with the
asymptotic behaviour of solutions Qk l., as
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications