Detail publikace

Implicit Riccati equations and quadratic functionals for discrete symplectic systems

HILSCHER, R. RŮŽIČKOVÁ, V.

Originální název

Implicit Riccati equations and quadratic functionals for discrete symplectic systems

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

In this paper we study discrete (implicit) Riccati matrix equations associated with discrete symplectic systems and related quadratic functionals F with variable endpoints. We derive these Riccati equations for nonnegative functionals F with separable and jointly varying endpoints. The result for jointly varying endpoints is in terms of the nonaugmented Riccati operator. The method also allows to simplify implicit Riccati equations known for the positivity of F. Finally, we establish a comparison result (Riccati inequality) for solutions of Riccati equations associated with two discrete symplectic systems.

Klíčová slova

Discrete symplectic system, Quadratic functional, Nonnegativity, Positivity, Riccati inequality, Riccati equation, Conjoined basis, Sturmian theorem

Autoři

HILSCHER, R.; RŮŽIČKOVÁ, V.

Vydáno

15. 11. 2006

Nakladatel

Research India Publications

ISSN

0973-6069

Periodikum

International Journal of Difference Equations

Ročník

1

Číslo

1

Stát

Indická republika

Strany od

135

Strany do

154

Strany počet

20

BibTex

@article{BUT43694,
  author="Roman Šimon {Hilscher} and Viera {Štoudková Růžičková}",
  title="Implicit Riccati equations and quadratic functionals for discrete symplectic systems",
  journal="International Journal of Difference Equations",
  year="2006",
  volume="1",
  number="1",
  pages="135--154",
  issn="0973-6069"
}