Publication detail

Implicit Riccati equations and quadratic functionals for discrete symplectic systems

HILSCHER, R. RŮŽIČKOVÁ, V.

Original Title

Implicit Riccati equations and quadratic functionals for discrete symplectic systems

Type

journal article - other

Language

English

Original Abstract

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.

Keywords

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

Authors

HILSCHER, R.; RŮŽIČKOVÁ, V.

Released

15. 11. 2006

Publisher

Research India Publications

ISBN

0973-6069

Periodical

International Journal of Difference Equations

Year of study

1

Number

1

State

Republic of India

Pages from

135

Pages to

154

Pages count

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"
}