Title :
On stability of relaxive systems described by polynomials with time-variant coefficients
Author :
Mandic, Danilo P. ; Chambers, Jonathon A.
Author_Institution :
Sch. of Inf. Syst., East Anglia Univ., Norwich, UK
fDate :
10/1/2000 12:00:00 AM
Abstract :
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.
Keywords :
asymptotic stability; convergence of numerical methods; difference equations; iterative methods; linear systems; polynomials; GAS results; allowable values; convexity; fixed-point iteration; geometric convergence; global asymptotic stability; polynomials; relaxive systems; time-variant coefficients; time-variant m-th order difference equation; Asymptotic stability; Circuits; Convergence; Difference equations; Eigenvalues and eigenfunctions; Information systems; Linear systems; Polynomials; Vectors;
Journal_Title :
Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on