Publication detail

Implicit Riccati equations and quadratic functionals for discrete symplectic systems

HILSCHER, R. RŮŽIČKOVÁ, V.

English title

Implicit Riccati equations and quadratic functionals for discrete symplectic systems

Type

Peer-reviewed article not indexed in WoS or Scopus

Language

en

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 in English

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

Released

2006-11-15

Publisher

Research India Publications

ISSN

0973-6069

Journal

International Journal of Difference Equations

Volume

1

Number

1

Pages from–to

135–154

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"
}