• DocumentCode
    1409628
  • 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
  • Volume
    47
  • Issue
    10
  • fYear
    2000
  • fDate
    10/1/2000 12:00:00 AM
  • Firstpage
    1534
  • Lastpage
    1537
  • 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;
  • fLanguage
    English
  • Journal_Title
    Circuits and Systems I: Fundamental Theory and Applications, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1057-7122
  • Type

    jour

  • DOI
    10.1109/81.886985
  • Filename
    886985