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
fDate :
Aug. 31 1999-Sept. 3 1999
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;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5